The 20 year old and his teammates have been building up a sweat at the Zayed Cricket Stadium ahead of their impending action, which involves a Test match with Bangladesh and a triangular Twenty20 tournament with the home nation and Zimbabwe.
Of basing themselves in the UAE, Rashid said: “We chose Abu Dhabi from our training base in India because we wanted to train in a warmer place than in Bangladesh, and also to do something different ahead of the tour."
Rashid had already been appointed the country's Twenty20 captain in April, but following the Cricket World Cup in England and Wales in the summer he has also taken over as the Test and one-day international (ODI) leader for good measure.
His pedigree is clear. The spinner in June 2018 went to No 1 in the International Cricket Council's ICC ODI bowler rankings and his achievements with the ball has played a big part in his country's rise in the sport.
The challenge is now to maintain his own good form, which has seen him become a fixture in the Indian Premier League and other T20 competitions around the world, and lead by example on the field.
That is something he is keenly aware of, and he said: "To captain the national team is a great honour and a dream for any player.
"Our cricket board is looking at long term. They appointed me as captain obviously on those plans but I don’t want that responsibility to hinder my performances.
"While taking up that responsibility my main focus will be to enjoy my cricket and keep performing.”
The Test with Bangladesh, between September 5-9 in Chattogram, will only be Afghanistan's third in their history and will be a step into the unknown for Rashid as a leader.
They only have a two-day game with a Bangladesh Cricket Board XI on September 1-2 in Chattogram to get themselves familiar with conditions.
But he is confident that he can tap in to the knowledge and experience that will be available to him in the squad.
He will have former captains Asghar Afghan and Mohammed Nabi on the field with him, and he said: "There are a couple of senior players in the squad to assist me on the field. To have them in the team is a massive strength for me.
“Captaining is not an easy job to handle but as I said earlier I need to just focus on my game and enjoy my cricket.
“I don’t want to think about results at this point of time but as a team we want to give 100 per cent on whatever we do in both training and matches."
India humbled them by an innings and 262 runs in their opening Test in June 2018 but they bounced back to win the next against Ireland by seven wickets in March.
“We played the second Test better than the first Test,” said Rashid, who took a fiver in the second inning to finish with match figures of 7-102.
“We can take a lot of positives from every game we play to bring improvements in the team," Rashid said. “We are travelling with a strong squad to Bangladesh. We have both experience and young talent."
Batsman Ibrahim Zadran, 17, and pace bowlers Ahmad Shirzad and Yamin Ahmadzai are the players to watch in the Test, according to Rashid.
“Ibrahim has performed well for the A team against Bangladesh A in their recent tour and looks a good future prospect,” he said.