The Barcelona forward was named as new coach Dunga's skipper in the absence of the armband's regular custodian Thiago Silva, and led the team to 1-0 friendly victories over both Colombia and Ecuador in the United States.
It is as yet unclear how long Neymar will remain as captain, but a goal and an assist across the two fixtures will have done his chances of winning the role on a permanent basis no harm.
"I'm still a young leader, I'm one of the younger players here," he said. "But I'm really happy.
"Those four years [in the national team] I have been learning so much things, since the first game until today. And now I help as I can when we have new players to make them feel comfortable.
"I think the results here were good, and it was very positive because we had two difficult games and we have won both. That's why we're happy."
Next up for Brazil is a friendly against Argentina in China on October 11.
