This article discusses the phenomenon of state capacity, the different approaches to its conceptualization used by political scientists over the last decades, various ways of measuring this concept, as well as the whole spectrum of the existing theories about the relationship between state capacity and dynamics of regime transformation. In the empirical part of the article, the authors cluster trajectory changes in the characteristics of state capacity and the political regime in the majority of countries in the world for 1992-2011, then match trajectories between themselves and formulate conclusions about the acceptance or rejection of hypotheses about the relationship of the political regime and state capacity. In particular, there are quite a lot of refutations of the hypothesis about the primacy of the state capacity before the democratization and the impossibility of successful development of state capacity under autocratic regimes. However, the hypothesis about the possibility of parallel development of democracy and state capacity, rather, is confirmed.