Women are important agents of development in every human society. This is regardless of the fact that they are being discriminated against and seen as subordinate and inferior to the men in the society. Women capacity building is, no doubt, very important for their significant contribution to sustainable development in Nigeria. This paper, therefore, examines, among other things, women and Nigeria society; Nigerian women and national development; building women capacities for sustainable development; successive government in Nigeria and women capacity building and constraints to women capacity building in Nigeria. The paper highlights illiteracy, low self esteem, family challenges, child-marriage, corruption and poor programme implementation as parts of the factors impinging on women capacity building in Nigeria. It suggests, among other things, the need for the government to increase the number of skills acquisition centres for the women and ensure that persons of proven record of integrity are appointed to manage government skills acquisition centres for the women.