Caldwell is set to earn cap No50 with Scotland.
Caldwell told the Scottish Sun: "Dalglish was the manager at Newcastle and he signed me at 16. He got sacked about three months later, right enough, although I don't think I was to blame!
"Because of that I didn't get to work with him closely, but he's someone I have great respect for and still look up to.
"It was funny, actually, because he tried to sign me and my brother Steven for Blackburn when he was there years earlier. He came up to Scotland a few times with Alan Irvine to talk to us. They had meals with us, and my mum and dad, but we didn't go.
"Steven had his heart set on Newcastle and went there. It was a few years later - when Kenny was in charge at St James' Park - that I joined as well.
"But he's a great man. The man you see on TV isn't the way he is. My dad has seen him a few times down the years and he always remembers him and stops to have a chat."