Whether it’s integrating new players and briefing them on club history or helping the team on the field, the 28-year-old understands the expectations. He has lived with them, grown into them and fulfilled them in the past too as part of the quadruple-treble winning squad.
The difference, he says, between good and great teams is silverware and is determined to be the leader of the latter, soon.
The League Cup, currently the Premier Sports Cup, formed a crucial part of those achievements and – as the earliest prize in each campaign – is a marker for the remainder for whoever wins it. After a slow start McGregor is keen personally and professionally for Celtic to put a stamp down against the holders, St Johnstone, and take a step towards fulfilling his own ambition.
"You want to be a winning captain at Celtic – no one wants to be a captain who doesn't win anything – I'm very conscious of that, it is very much at the forefront of my mind,” he admitted. "I've got to do everything I can firstly to help the team and do what the manager’s asking us to do and then try to help the players get over the line when these occasions come around.
"At the start of the season everything comes together with new players and a new manager and you start building results, but teams are ultimately judged on success and whether they won trophies or not. Trophies that come earlier give you belief and a bit more incentive to keep going knowing you're on the right track so they are important.
"You can put performances and results together but the one thing at this club is you need to win big games when they come round.
"When you get close to finals and silverware that's the separation between the good and the great teams.”
McGregor knows the difference having been involved in many of these occasions before, and winning them. He’s also returning to the National Stadium just five days after he and the Scotland national team left Hampden rocking. Regular trips, he says, are “a nice sign you’re doing OK”.
Continuity of success – be it his own, or Celtic’s – is also on his mind, and he has imparted the background on his team-mates.
He now wants to carry it on with new signings settled in, adapting to their manager’s methods and the club surrounds. They will each wear shorts carrying a number 10 as a tribute to Lisbon Lion Bertie Auld who died on Sunday.
“When you see guys like Bertie remembered so well you know you have responsibility to make the next group of players successful and that's what I'm working hard to do every day. We need to try to achieve that together and put a tribute together for Bertie at the weekend both in terms of performance and result. The shorts will be a nice little reminder before kick-off.
“Celtic is a club built on tradition and anyone coming in can very quickly see how much the history means to the people. It is our job to carry on that success – the new players have taken a massive interest in it.”