A month before the championship, the forward shockingly announced his retirement from international duty because he lost the armband. Then he sensationally rescinded his decision a day later following a plea from Ghana president Nana Addo Dankwa Akufo-Addo.
Coach James Appiah settled on Swansea City attacker Andre Ayew as the new skipper, and Gyan respected the decision during the tournament.
"I felt betrayed and felt disappointed. I don't have a problem with him [coach Appiah]. I won't lie to you, I felt extremely hurt," Gyan told Asempa FM.
"I am only human. Nobody can tell me he will be happy over such a decision. If you put yourself in my shoes, you will understand.
"I felt hurt as a human being. I am not the first person to be stripped of the armband. But mostly it happens when one has been embroiled in a scandal. Take the John Terry example."
The 33-year-old's return did little to help the Black Stars' fortunes at the competition as a Round of 16 penalty shootout defeat to Tunisia denied the team progress to the quarter-final for the first time since 2006.
"Honestly I was hurt. I felt pain in my heart," the striker added.
"I will say the coach did not do well. He took his decision but how he went about it was wrong, to be honest.
"I was talked to by the president of Ghana and other senior statesmen to see the larger picture and life. And I took everything in my stride.
"I have no problem with the coach. We are very cool and we look forward to the future."
Interestingly, Gyan, who was on the books of Turkish club Kayserispor last season, was handed the Ghana captaincy by none other than Appiah when the coach took over for a first stint in charge of the Black Stars in 2012.
"I feel betrayed and the decision did not go down well with me. We had a father-child relationship," said the 33-year-old.
"I had finished my contract in Turkey and needed this tournament to help push me in my career.
"I felt he had to pay me back with something positive. I needed him most but he failed me."
In Egypt, Gyan featured in two of Ghana's four matches, both outings were substitute appearances. For many, the pre-tournament fallout with the coach contributed to his bit-part role at the championship.
"I was not part of his [Appiah] plans. I don't think so," the former Udinese and Sunderland man remarked.
"For what I feel, in terms of what went on, I was not part of his plans.
"For me as a human being, I don't think I was part of his plans."
Gyan made his international debut in 2003 and remains Ghana's most-capped and all-time top scorer with 51 goals in 109 matches.