Combine Brussels sprouts, carrots, and 3 tablespoons oil in a medium bowl, tossing to coat. Spread on large roasting pan coated with cooking spray. Bake at 450° for 15 minutes or until tender, stirring occasionally.
Heat remaining 1 tablespoon oil and butter in a small skillet over medium heat. Add capers; fry 3 minutes or until brown and crisp. With slotted spoon, transfer capers to paper towels to drain. Set aside.
Combine Brussels sprout mixture and capers in medium bowl. Sprinkle with parsley, salt, and pepper; toss gently to mix.