In this paper, we investigate capacity preserving transformations and their ergodicity. We show that for any measurable transformation $θ$ there always exists a $θ$-invariant capacity. We investigate some limit properties under capacity spaces and then give the concept of ergodicity for a capacity preserving transformation. Based on this definition, we give several characterizations of ergodicity. In particular, we obtain a type of Birkhoff's ergodic theorem and prove that the ergodicity of $θ$ with respect to an upper probability is equivalent to the strong law of large numbers.