"Afridi should be given a long run as Pakistan captain," Khan told AFP, saying that frequent rotations at the top destablise the team.
"Since I retired in 1992, Australia has had only three captains while Pakistan has had more than two dozen and that is why there is a big difference between Pakistan and Australia."
Khan said Afridi, already leading Pakistan in the Twenty20 format since last year, was the only real choice.
"Who else if not Afridi?" said Khan."I think if they had made anyone else captain, problems would surely have persisted, so I think Afridi was the best choice available."
"Afridi has been leading the team well in the Twenty20 format. A good captain should be brave, can handle pressure and should have the respect of the team, so let us give Afridi some time to settle and then judge him,” he said.
"You can never predict about him as a Test player and a captain until you give him a chance. If he was not playing Tests and now he intends to play, then maybe with responsibility he performs better."
Afridi, who has not played a Test since 2006 because of family commitments, made himself available for the longer version of the game last week.
Khan said he does not agree with the idea of separate captains for different formats of the game.
"Cricket is the only sport where you need able leadership and if a captain is successful in one format he could be successful in all three," he said.
Khan sympathised with banned former captain Younus Khan.
"Younus won Pakistan the World Twenty20 title," said Khan. "And then after one defeat an MPA levelled allegations of match-fixing against him and that was very unfair on him."
Khan referred to the allegations leveled by MPA Jamshed Dasti after Pakistan lost the semi-final of the Champions Trophy held in South Africa last October.
Khan said Pakistan will need Yousuf for Tests in England.
"Pakistan needs someone who can stay at the wicket for longer and Yousuf has that quality," said Khan. Yousuf retired in protest after the Pakistan Cricket Board banned him indefinitely over infighting in the team.
Pakistan will feature in the four-nation Asia Cup one-day tournament in Sri Lanka from June 15-24.
After that they will play two Twenty20 and two Tests against Australia and four Tests, two Twenty20 and five one-day games against England, all in England.
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