Messi was given the role by coach Alejandro Sabella when he took charge of the national team last year.
Sabella's appointment has coincided with an upturn in Argentine fortunes, with Messi winning four and drawing two of his seven games as skipper.
The Barcelona talisman told FOX Sports Radio that being given extra responsibility has not had an impact on his relationship with Argentine teammates.
He said: "I lived through some sad times with past results but now that we are winning everything gets easier.
"I always really enjoy coming to play with Argentina. We are growing as a team, and we are still becoming stronger as a group.
"Wearing the captain's armband has not changed me. I still do the same things with my teammates."
Argentina sit top of the South American World Cup qualifying group ahead of matches against Uruguay and Chile this week.