The 47-year-old Gaudet is the most decorated wheelchair curler in history, having won gold medals at both the 2006 and 2010 Paralympics
She also has three world championships to her name.
A native of North Vancouver, B.C., Gaudet will lead a Canadian contingent of 54 athletes into the Fisht Olympic Stadium on Friday night.
"It carries a lot of purpose for me," Gaudet said at Wednesday's announcement. "Of course we're here to compete as athletes with a physical disability at the highest level — that's what the Paralympic Games are.
"It sends a big global message as well about looking past the wheelchair, looking past the visual impairment, looking past the missing limb and really focusing on the person and focusing on what's there."
Gaudet is the second on the Canadian squad to skip Jim Armstrong, who said his teammate is deserving of the honour.
"In the six, seven years that I've known Sonja, all I've done is see her work very hard," said Armstrong, who won gold at the 2010 Vancouver Paralympics with Gaudet. "Her skills have just continued to improve and it has not come easy. She has set a work ethic that any coach would be very proud of."
Canada made the podium 19 times in Vancouver and has set a goal of finishing top-three in gold medals in Sochi.
The Winter Paralympics include wheelchair curling, sledge hockey, para-nordic skiing and biathlon, para-alpine skiing and para-snowboard.
Canada plays two wheelchair curling games on Saturday morning, including a 9:30 a.m. local time (12:30 a.m. ET) start against Britain.