Shoaib Akhtar, Abdul Razzaq, Kamran Akmal and Ahmed Shehzad also left with Afridi to join the national team (playing the Test series) in New Zealand for the six-match ODI series, the last international outing for Pakistan before the ICC Cricket World Cup 2011 to be jointly hosted by India, Sri Lanka and Bangladesh.
Afridi said he was just focusing on the one-day series, which was his immediate task.
"I am taking no pressure over the captaincy. I am a senior pro and I know what I have to do," he said.
"It is obvious that if we do well in the one-day series and I also perform as a player it will help me and the team a lot," he added.
Afridi said the series in New Zealand was an important one for Pakistan as part of their preparations for the World Cup.
"If we win the series it will definitely boost our confidence ahead of the World Cup, although the tournament would be played in totally different conditions," he pointed out.
The flamboyant allrounder who has led Pakistan in T20 and ODIs since last year, said the team management and selectors had more or less finalised the combination for the World Cup.
"But the players selected for the New Zealand series have to perform well so that we can go into the World Cup with our confidence high."to lead the team in the World Cup they will retain me if not, that is life," Afridi told the reporters before leaving for New Zealand for the one-day series, starting from January 22.
