Business intelligence (BI) is one of the technology areas that have grown tremendously. BI describes a set of concepts and methods based on data for improving business decision making. BI capabilities have become one of the important business and technical capabilities. However, BI capabilities have remained largely unexamined in academic literature. Current understandings of BI capabilities are limited and lack systematic view. In this conceptual paper, we develop a framework to define BI capabilities as a multi-dimension concept. It consists of BI infrastructure maturity, data management capability, analytical capability, collaborative governance capability, and analytics-based process capability. We also examine how BI capabilities facilitate and support sense and respond strategies in current dynamic business environment.