Mike Dunleavy and Monta Ellis were named captains of the 2012-'13 Bucks in a team vote taken Wednesday, coach Scott Skiles said after Thursday's practice.
The Bucks practiced before heading to Boston for Friday's regular-season opener.
Dunleavy said he had been a captain before with Golden State and Indiana but never had been chosen by his teammates.
"When your teammates select you for something, it means a lot," Dunleavy said. "Being in the league my 11th year now, I've seen a lot and been around a lot. Hopefully I can provide some leadership for our guys and we can have a great season."
Dunleavy signed a two-year deal with the Bucks prior to last season and emerged as coach Scott Skiles' top option off the bench and provided a strong three-point threat.
"I think I lead by example a lot but there are times where I will speak up and say things," Dunleavy said. "I'm pretty objective about things and I don't tend to overreact. Hopefully I can help."
Skiles declined to give an opening-night lineup. The primary questions are at center and small forward. Second-year pro Tobias Harris started all eight preseason games with Dunleavy coming off the bench.
"He's been OK," Skiles said of Harris. "He's been working hard and trying to get better. He's had his ups and downs in exhibition.
"But it was good we could have an exhibition season and he could play some. We'll see what he learned."
Dunleavy sat out one practice this week with a foot sprain but practiced the past two days.
Rookie forward John Henson went through some limited contact for about 20 minutes after practice and will be evaulated in Boston, Skiles said. Henson has been out since suffering a sprained left knee in a preseason game at Chicago on Oct. 16.
"We're doing this 1-on-1, box work and we'll see later on today and sleep tonight, see how his knee reacts to it," Skiles said. "This is his first contact work in quite a while."
Skiles said he did not know if Henson would play in the opener or the home opener Saturday against Cleveland.
"I made a couple decisions," Skiles said of his frontcourt rotation. "You'll see how we play. Obviously John is a bit of a wild card right now. We're not sure what he can give us yet. He's been out for quite a while now.
"If you're trying to get off to a good start, it's not that John can't help you win a game or anything. All of a sudden you can only play John 6 minutes and we're trying to win a game. I'm sure not what we're going to do with him for tomorrow and the home opener.
"Once we get past Memphis (at home on Wednesday) our pace picks up. We play every other day. So before that Memphis game, as far as really seeing where he's at, it would be nice to get him a couple practices."