Zesh Rehman, Lee Bullock, Matt Clarke and Peter Thorne are all thought to be in the running, but McCall insists there is no obvious candidate to take over from Graeme Lee.
The Bantams open their pre-season campaign against Burnley and McCall, himself a former City skipper, has urged fans not to read anything into who takes the armband against the Clarets.
He told the Telegraph & Argus: "We've got some good pros but nobody is jumping out at me at the moment. I'm just going to see how the games go.
"I'll give it to a couple of lads but we'll be playing split teams anyway to give everyone 45 minutes.
"The captaincy is something I will look at but there won't be any decision yet. I'll take my time over the next couple of weeks."