Keogh, 30, has been skipper of the Championship club since joining in 2012, apart from during Paul Clement's eight months in charge from June 2015.
The Republic of Ireland international, who scored in the abandoned EFL Cup tie at Grimsby on Tuesday, told BBC Radio Derby being reappointed was "amazing".
"Since I came through this door, it's been a great journey," he added.
"This club gave me the platform to captain my country and I will be forever grateful.
"My son was born in Derby as well so I will always have great affection for this club. It will always be in my heart.
"I have loved every second of it. It's six seasons and it has gone in a flash. You can see how much it means to me when I step on to the field. Hopefully we can make some great memories this season."
Richard Keogh says Derby County will "always be in his heart" after being named as captain by boss Gary Rowett.