McCullum has a long list of accolades and achievements for doing just that.
He was named an Officer of the New Zealand Order of Merit in the 2015 Queen's Birthday Honours and has now received a Blake Leader Award at this year's Sir Peter Blake Leadership Awards.
The father-of-three said the award was "incredibly humbling".
"When you think of some of the names and some of the people who've received the award over a period of time, to be able to join those leaders and those successful people is something that I'm really humbled by." The award was a "massive credit" to his teammates, he said.
"It means a huge amount to receive something like this and I hope that the team and the guys who've been a part of it see it as a success for them as well."
McCullum said while it was "really important" to lead by example in a team environment, there were times when that was not always possible.
"I think that's also a good sign of your leadership as well - where you can still enjoy other people's successes and still keep the common team goal or direction that you're trying to take the team as your first and foremost goal.
"Obviously performances help, but it's not always achievable. So I guess you've got to try and balance that out ... when it's not quite right - when performances don't quite stack up - it's more important to make sure you're on task with the group."
He said the current Black Caps had been able create an atmosphere and environment where players were constantly "pushing the envelope of their skill sets".
"It's nice, as a leader, when you see guys standing up and performing on the world stage, against some of the world's best players."
He had been tested as a leader on many occasions but there were a few challenges that stood out the most, McCullum said.
"The definitive time was probably early on in the piece when I took over the job," he said.
"It was just what [was] required at that stage, a real honesty about where we sat in international cricket and how we were perceived by the public ..."
He said it was a tough time, but one he got through by having a good group of people around him with whom he could start painting a vision going forward.
Then there was the Phillip Hughes tragedy, when the Australian died after being hit by a ball. "[It] was a real test of not just my leadership but the group's leadership as well."
McCullum said it was important to celebrate leadership because it was very hard to achieve anything without it. But leadership was never one or two people, he said. "It's getting a group of people buying into the same thing."