The Manchester United defender was handed the job as John Terry's successor in February after his Chelsea counterpart was embroiled in allegations over his private life.
But a persistent back injury meant Ferdinand missed March's 3-1 friendly win over Egypt at Wembley, meaning the repeat performance in Mexico's visit to the national stadium was the first time he had led the team out since his elevation.
"I didn't really get to enjoy it because I wasn't fit, I wasn't playing," he told Sky Sports News. "I missed the Egypt game, so I wasn't able to go out there and really enjoy it.
"It was only really Mexico the other day. People were saying I was captain for two months and I hadn't even worn the armband so it was hard to take the accolades until I'd actually done it."
Recalling when he heard the news of his new status, he said: "I was in bed, having my afternoon nap. I'd just put my little boy to sleep, went to bed and it popped up on Sky Sports News. "Then John Terry rang me and wished me well, which was nice of him."