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The Captain is the nameless leader of each city in Frostpunk and is the protagonist the player controls. It is up to the Captain to manage his people, sign new laws, and decide where his settlement is heading next.

It can be assumed the Captain has his settlement's best interests in mind throughout at least most of his story, even if he sometimes makes mistakes. Depending on his choices and efficiency, the people can grow to love or despise his leadership, and how he disposes of them in case of the latter also varies according to his actions.

The Captain can be harsh, tyrannical, and even somewhat self-righteous, but he can also display compassion, kindness, and humanism towards his people. Depending on his behavior, the people often mimic it through remarks, notes, and actions. Regardless of how oppressed or mistreated his people are, upon failing the Captain will always say "I did my best."

At later stages of the game, the Captain often resorts to extremist rule as the situation becomes more dire. It can be assumed these choices are made out of need rather than cruelty on his behalf. Whether or not the Captain crosses the line is both up to the player and how the game unfolds.