The Everton man, who celebrated his 25th birthday yesterday, admitted that he was disappointed with the defeat but delighted at having the chance to lead his side out.
"It was a very good birthday present. It makes the 25 not so bad - I don't like being 25, I'm pushing on a bit," Coleman told PA.
"It was a good present. Noel [King] just called me aside and asked me how I would feel about it, and obviously I was delighted.
"Obviously it's disappointing, the result, and everyone in there is disappointed that we were beaten, but to captain your country is something I will always have and it's a very proud moment for me."
However, despite his pride at having the armband, Coleman insists that he would have no qualms with handing it back to either Keane or O'Shea for Tuesday's match against Kazakhstan.
"I'd say Robbie might be back, hopefully. We need our best players back, and obviously John O'Shea is back as well. I enjoyed tonight, but if we can get the best players back, I will be more than happy to give it back," he added.
Ireland currently sit fourth in Group C, having seen their hopes of qualifying for the World Cup ended by three consecutive defeats.