Rooney skippered England in their 1-0 friendly loss to Brazil on Saturday after John Terry was ruled unfit for the game.
“I am really proud to have been captain. I was delighted to get the job. It was a great thing for me to lead the England side out although I wanted the win,” said Rooney, as quoted by the Press Association.
“You dream when you are a kid of doing that and don’t think it will ever happen – but it has – and my family will be full of pride as well.
“Fabio [Capello] told me on Friday on the training pitch that if JT [John Terry] wasn’t fit, I would be captain. I wanted JT to be fit but I am delighted when the manager praises me.
“He is a top-class manager who has won trophies and it is nice to hear.”
The 24-year-old added: “I’d love to have another go at the captaincy in the future if the chance ever came along. But I wanted the win and I think we can play a lot better.”