The Cameroon international, who is on a season-long loan from Barcelona, led the Hammers in their 2-0 victory over QPR at Upton Park on Sunday in just his third Premier League start for the east London club.
Song was handed the captain's armband by manager Sam Allardyce who started regular skipper Kevin Nolan on the bench and was without injured vice-captain Mark Noble and it was certainly a welcome decision for the former Arsenal man.
"I have been captain before at Arsenal but it was a privilege to wear the armband against QPR," Song told the club's official website.
"I just wanted to return that faith and thank him for that responsibility."
Of the Hammers squad, Song added: "We have some players injured and others who are coming back after being out for a long time.
"When we have them all back we will be even stronger and you never know what might happen."
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