Vidic has inherited the captaincy this term from Gary Neville.
"I feel very proud," he told Inside United.
"It came as a bit of a surprise. The manager said he wanted someone who would play regularly but I know it is a big honour.
"I haven't changed anything in particular. But you do have to think about your responsibilities; your behaviour, the way you play, the way you train.
"I know that I need to set a good example, on and off the pitch.