The Albiceleste boss feels that the armband has made the Barcelona star a mature player and has lauded his willingness to play all the time.
The Barcelona star was once criticized for failing to replicate his Blaugrana performances for his national team, but the 26-year-old now has 18 goals in 21 games under Sabella.
The former Estudiantes boss gave Messi the armband in 2011 and is delighted with how he has done since.
"Messi's a great genius, it goes without saying," Sabella is quoted as saying by Sport. "He is always ready, always wants to play. He's very clever. The captaincy and maturity have been very good for Leo.
"He's a source of pride for the national team."
Messi scored a hat trick for his Argentina in their recent friendly win over Guatemala.