Caldwell called time on his career on Tuesday when announcing his retirement from professional football at the age of 34 due to a succession of injury problems.
Caldwell enjoyed a successful career playing for the likes of Newcastle United, Leeds United, Sunderland, Wigan Athletic, Birmingham City and most recently in MLS with Toronto FC.
But upon announcing his retirement, the Scotsman has stated that his best memories as a footballer came during his spell with Burnley between 2007 and 2010 which included promotion to the Premier League via the Championship playoffs in 2008.
Speaking to the Lancashire Telegraph, Caldwell said: "Burnley was my favourite time as a footballer.
"It was just phenomenal - such an experience and such a unique group. I never had a better time than I did at Burnley. It was an honour to captain the boys at Wembley. I will never forget that day as long as I live.
"The next season was exciting but not great personally because I was injured at the start. There was turmoil halfway through as well with the change of manager and then relegation. And then I left at the end of that season."