Wilshere will start his first England game as Lampard, alongside him in midfield, captains his country for the first time.
Fab pick: Frank Lampard will skipper Fabio Capello's England side against Denmark
Lampard said: 'There won't be a prouder man than me as captain and there won't be a prouder man than Jack Wilshere, making his full debut.
'It's a very easy thing to say but everyone in the squad cares very much about playing for their country and wants to be successful doing it.
'Club football has improved a lot and anyone who watches Premier League and Champions League football will see that - the excitement level, the quality at the top.
'But it doesn't take anything away from international football. That is the top honour you can earn in football and that will never change.'
Sitting out: Steven Gerrard, who was injured in his last England appearance in November against France, will not take part against Denmark
With Rio Ferdinand and Steven Gerrard injured, Lampard becomes the 46th man to lead out the national team since the Second World War and the sixth skipper under Fabio Capello.
It will be his 84th cap and although he has worn the armband many times at club level, it will be rare for him to lead a team which includes Chelsea captain John Terry, who was stripped of the honour a year ago after an affair with Wayne Bridge's former girlfriend.
Lampard said: 'John is a great leader for Chelsea, a great player and good friend of mine. Everyone understands what's happened and I will just try to captain as I do and John will play as he does for England.'
Having missed four months of the season after a hernia operation and groin injuries, Lampard will be making only his second England appearance since the World Cup finals.
Leader of the pack: Lampard (C), alongside ex-England captain John Terry and West Ham midfielder Scott Parker (R), leads the way in the warm-up
He has struggled to recapture his most fluent form since returning to action in December, but the 32-year-old insists he will never consider stepping down from international football in an effort to extend his playing career.
'Unless it becomes evident that I'm completely not wanted, I'll continue to be available, without a doubt,' said Lampard, who also saluted Ashley Cole, named this week as England's player of the year for 2010 and set to become the nation's most-capped full back of all time with his 87th appearance on Wednesday night.
Lampard said: 'He's a nice lad and his football has got the credit it deserves.'
Plenty to ponder: England boss Fabio Capello will be looking for his squad to impress ahead of next month's important Euro 2012 qualifiers
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Source: Daily Mail
Source: Daily Mail