Coloccini came under fire from Newcastle supporters last season for a perceived lack of leadership.
However, despite calls on social media for homegrown midfielder Jack Colback or Dutch defender Daryl Janmaat to be given the captain's armband, McClaren has made clear his intention to stand by Coloccini.
"I know it's an issue, and something everybody's interested in," McClaren said of the Argentine centre-half.
"At this moment, Coloccini is the captain. In each game we play, maybe we'll have a different captain. I like to do that, especially in pre-season.
"But for the moment, if Coloccini plays, Coloccini is captain."