Manager Sir Alex Ferguson handed the armband to the Serbian at the start of the season and the team have made an excellent start to the season.
United reclaimed top spot in the Barclays Premier League on Monday by beating Arsenal and stretching their unbeaten start to the season to 16 top-flight matches - a club record.
Just doing his job: Nemanja Vidic denies Arsenal's Marouane Chamakh
'I feel very proud,' said Vidic. 'It came as a bit of a surprise but I am enjoying the role. You have to think about your responsibilities - your behaviour, the way you play, the way you train. I know that I need to set a good example on and off the pitch.
One of 'many' Old Trafford captains: Rio Ferdinand
'In terms of my game I do not think anything has changed. I've always talked a lot on the pitch. You have to communicate as a defender and organise things whether you are captain or not.
'I tend not to think about it (the captaincy) when I'm playing. I am just focused on doing my best for the team as I have always done.'
Vidic insists there are a number of leaders to help him in the role at Old Trafford. The likes of Rio (Ferdinand), Gary (Neville), Giggsy (Ryan Giggs) Scholesy (Paul Scholes), Edwin (Van der Sar) set the example,' he said.
'The way they help the other players is fantastic. They have helped me develop and I want to help the younger lads do the same.'
Vidic has a special affinity with his central defensive partner Ferdinand and added:'Rio and I have a great understanding on the pitch. I also have to say Mladen Krstajic and I had a great relationship for the Serbian national team.
'I am not being disrespectful to the other players I've played with, but the results I've achieved with those two players shows what a good understanding we have. They have both helped me improve as a player.'
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