Following Roy Keane's departure in November 2005, Neville was appointed the new club captain.
In January 2006, his actions were the subject of some controversy after his celebration in front of the visiting Liverpool fans at Old Trafford, when he was seen to run from the halfway line towards the opposing fans to celebrate the 90th minute injury-time winning headed goal by United defender Rio Ferdinand.
His actions were criticised by Liverpool and fellow England defender Jamie Carragher, sections of the media and police who blamed him for disturbances between fans after the game.
He was subsequently charged with improper conduct by the FA.
Neville contested this, asking if it was preferable for players to act like "robots" and show no emotions.
He was fined £5,000 and warned about his future conduct.

Neville recovered from an injury suffered against Bolton Wanderers in March 2007 and in his first match back, a reserve game against Everton in January 2008, he scored a rare goal in the 21st minute of the game which helped Manchester United to a 2–2 draw.

On 9 April 2008, Neville made his long-awaited comeback against Roma in the UEFA Champions League quarter-final second leg at Old Trafford, coming on as an 81st-minute substitute for Anderson; Neville was welcomed back to the pitch with a standing ovation, and was promptly given the captain's armband.
It was Neville's 99th Champions League appearance.
However, he was not selected for the European Cup final squad on 21 May, though he did join in with the post-match celebrations after United won on penalties following a 1–1 draw with Chelsea.
Instead, Rio Ferdinand and Giggs lifted the trophy together having shared the captaincy during Neville's absence.

Neville started his first game in 17 months when he captained Manchester United for the 2008 FA Community Shield against Portsmouth on 10 August 2008.
He then made another start against Zenit Saint Petersburg in the UEFA Super Cup, before making his first start at home since his injury against Villarreal in the opening group game of the 2008–09 Champions League.
On 21 September 2008, Neville started his first league game in almost 18 months when he played against Chelsea.
Neville extended his stay at Old Trafford until June 2010.

On 27 October 2009, Neville was sent off for a tackle on Adam Hammill in United's 2–0 away win against Barnsley in the League Cup Fourth Round.
Neville added another medal to his honours list on 28 February 2010 when he came on as a substitute for Rafael in the 2–1 League Cup final win over Aston Villa.
He did feature in enough league games to qualify for what would have been his ninth title medal, but United were beaten to the Premier League title by Chelsea who finished ahead of them by a single point.

Having made only sporadic appearances in the last couple of seasons, Neville stepped down as team captain in September 2010 in preference of a more-regular first-team player, usually Rio Ferdinand, Nemanja Vidić or Patrice Evra, although he remained as club captain off the pitch.
On 24 October, Neville made his 600th appearance and his penultimate start for United in a 2–1 away victory against Stoke City; after receiving a 34th minute yellow card for a foul against Matthew Etherington, Neville was shown leniency seven minutes later for another reckless tackle on the same player, and was substituted at half-time for Wes Brown.
Following Roy Keane's departure in November 2005, Neville was appointed the new club captain. In January 2006, his actions were the subject of some controversy after his celebration in front of the visiting Liverpool fans at Old Trafford, when he was seen to run from the halfway line towards the opposing fans to celebrate the 90th minute injury-time winning headed goal by United defender Rio Ferdinand. His actions were criticised by Liverpool and fellow England defender Jamie Carragher, sections of the media and police who blamed him for disturbances between fans after the game. He was subsequently charged with improper conduct by the FA. Neville contested this, asking if it was preferable for players to act like "robots" and show no emotions. He was fined £5,000 and warned about his future conduct.
Neville recovered from an injury suffered against Bolton Wanderers in March 2007 and in his first match back, a reserve game against Everton in January 2008, he scored a rare goal in the 21st minute of the game which helped Manchester United to a 2–2 draw.
On 9 April 2008, Neville made his long-awaited comeback against Roma in the UEFA Champions League quarter-final second leg at Old Trafford, coming on as an 81st-minute substitute for Anderson; Neville was welcomed back to the pitch with a standing ovation, and was promptly given the captain's armband. It was Neville's 99th Champions League appearance. However, he was not selected for the European Cup final squad on 21 May, though he did join in with the post-match celebrations after United won on penalties following a 1–1 draw with Chelsea. Instead, Rio Ferdinand and Giggs lifted the trophy together having shared the captaincy during Neville's absence.
Neville started his first game in 17 months when he captained Manchester United for the 2008 FA Community Shield against Portsmouth on 10 August 2008. He then made another start against Zenit Saint Petersburg in the UEFA Super Cup, before making his first start at home since his injury against Villarreal in the opening group game of the 2008–09 Champions League. On 21 September 2008, Neville started his first league game in almost 18 months when he played against Chelsea. Neville extended his stay at Old Trafford until June 2010.
On 27 October 2009, Neville was sent off for a tackle on Adam Hammill in United's 2–0 away win against Barnsley in the League Cup Fourth Round. Neville added another medal to his honours list on 28 February 2010 when he came on as a substitute for Rafael in the 2–1 League Cup final win over Aston Villa. He did feature in enough league games to qualify for what would have been his ninth title medal, but United were beaten to the Premier League title by Chelsea who finished ahead of them by a single point.
Having made only sporadic appearances in the last couple of seasons, Neville stepped down as team captain in September 2010 in preference of a more-regular first-team player, usually Rio Ferdinand, Nemanja Vidić or Patrice Evra, although he remained as club captain off the pitch. On 24 October, Neville made his 600th appearance and his penultimate start for United in a 2–1 away victory against Stoke City; after receiving a 34th minute yellow card for a foul against Matthew Etherington, Neville was shown leniency seven minutes later for another reckless tackle on the same player, and was substituted at half-time for Wes Brown.
Gary Neville