The French left-back was officially announced as a Juve player on Monday afternoon, and Evra told United's official website of his pride at being handed the captaincy by Ferguson.
"An immense thank you to Sir Alex Ferguson for making it all possible," he said. "For giving me the privilege to be a captain, to be inspired by the legend of Manchester United and to understand that nobody is bigger than the club.
"My biggest thanks go to the fans. We have had some fantastic times together, we lifted all of those trophies together and that night in Moscow (the 2008 Champions League final) will live with us all forever.
"Every single time I stepped out in that shirt I knew I was playing for the badge and for a very special club."
United added teenage left-back Luke Shaw to their ranks earlier this summer for around £33m.