The midfielder has the armband for Newcastle in the absence of Jonjo Shelvey and Fabricio Coloccini.
The Frenchman has worn the armband on the last four occasions, with Jonjo Shelvey relegated to the bench and Fabricio Coloccini out injured.
In that time, his side have turned their performances around with two wins and two draws, as they take the survival race down to the wire.
Sissoko has been key to their turnaround, and he admits that the fact the armband shows Benitez believes in him has given him extra confidence.
"When you have the armband you have more responsibility in the team, so I know that I'm an important player for the team,” he told nufc.co.uk.
"You can ask everyone - if a player has the armband he will be happy, because that means a lot for the player."
“It also means that the manager believes in you and that give you a lot of confidence, which is good. I'm very proud to be captain of this team at the moment.”
Whether Newcastle United can now avoid the drop remains to be seen as the survival race looks set to be decided on the last day.
They managed to escape the bottom three with the win over Crystal Palace last weekend, but with just a point separating them from Sunderland, and two from Norwich City, the race is far from over.
Momentum certainly seems to be with Benitez’s side though, and they will be hoping they can maintain their form to ensure it is they who avoid the drop.