Higuain is among the four 'captains' nominated to lead the Real locker room.
"To be among the four captains is an enormous pride. I will begin the fifth year at Real Madrid, I've been here a long time ... And I want to make history," he said.
"Not much has changed ... Iker and Sergio Ramos, who is the captain and vice-captain, are the most established in that aspect. But I've now been here for many years and I know what is needed to win in Madrid and Spain."