Cassano was given the armband by Juventus goalkeeper Gigi Buffon as he turned out in front of his hometown crowd.
"I want to thank Gigi, the Coach and my teammates for that wonderful gesture. I really did not expect to wear the captain's armband," he said of Italy's 2-1 victory against Spain.
"I went for the warm-up and came back to the locker room to see the armband on my seat. I said they'd made a mistake, but it turns out they'd talked it over beforehand to give me this amazing gift.
"Aside from being a great captain and a player, Gigi is a great man. We're next to each other from start to finish on international duty, so he must have the patience of a saint!"
Cesare Prandelli said this was Cassano's best outing in an Azzurri jersey so far.
"I put in a good performance and I agree it was my best for Italy. I will point out I'm not finished, despite what many have said about me, even if I have 2-3kg too many. When I'm going well, everyone praises me, but when things go badly there are sooooo many who say I'm finished."