Eva Gray, Georgia Davis and Capsey ended the day with one wicket apiece as Grace Scrivens’ side diligently stuck to their task.
Wong’s display will be a particular source of encouragement for England as the Warwickshire quick attempts to reignite her career after a difficult few years.
She made her debut in all three formats as a 20-year-old in 2022 and, with her pace and aggression, was seen as one of England’s most exciting prospects.
However, she fell out of favour with the senior side after a slump in form since 2023.
In February former England coach Mark Robinson criticised the way Wong was handled by the England and Wales Cricket Board.
The match is the final instalment of England A’s seven-game tour down under.
England won the T20 leg 1-0, with two matches washed out, while Australia won the 50-over matches 2-1.