Gudelj will inherit the armband from Jesus Navas, who will retire after this weekend's clash at Real Madrid.
In a post directed towards Navas, the Serb stated: "I will assume and guard the captain's armband that you leave me with immense honour, aware of what it means to take over from the most important player in the history of our club."
And he added: "I will do so with a firm commitment that your values and your legacy, as well as the memory of Antonio Puerta and José Antonio Reyes, will be fully present in our dressing room, even though you are no longer with us.
"I dream that when it is my turn to hand over the armband to a new captain, you will feel proud of me for having been up to the task. I will work every day for that."
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