The 28-year-old left-hander has now made four ducks in his last eight ODI innings and under his leadership England have won only one of their five matches in the World Cup.
Questions are being raised about whether he is the right man to lead the team but the Dublin-born cricketer made it clear that he intended to carry on.
“Oh, certainly, at the moment I haven’t thought a great deal about it because obviously this comes as a big surprise. But yeah, certainly I’ve enjoyed the captaincy,” Morgan told a news conference after England’s 15-run loss to Bangladesh.
“I certainly want to play one-day cricket. Still inspired to play Test cricket. The captaincy is something I’ve enjoyed.
“Working with (coach) Peter (Moores) has been brilliant. I’ve learnt a lot from him and a lot about myself working with the team.”
Reminded of his prolonged run drought, Morgan said: “My form hasn’t been great since the end of our summer, and again I thought I turned a corner when we touched down here.
“I put in a reasonably good performance, but since then I’ve struggled, and again, for a number of reasons, not just one. Yeah, again today I hit a ball and there was a couple of yards either side of him, and it was either four or six.”
Moores also has no plans to step down.
“I want to carry on desperately,” he said.
“I think Eoin is a fine one-day cricketer. I think he’s had a tough start as a captain, but I think he’s got real potential as a captain.”
Moores refused to admit that England erred in dropping Alastair Cook and handing over the one-day captaincy to Morgan in December.
“There will be a million and one things people say could we have done this or could we have done that,” he said.
“What has happened has happened. I don’t think that’s fundamental.”