(CNN) -- John Terry has made his first public comments since being stripped of his role as England's football captain, thanking the fans of his club Chelsea for their support.

The defender has been replaced as England skipper by Manchester United's Rio Ferdinand following a media storm over his alleged marital infidelities.

The 29-year-old, who has twins with his wife Toni, failed with a court injunction to prevent newspapers from printing allegations that he had an affair with the former partner of his England and former Chelsea teammate Wayne Bridge.

Terry has remained playing for his club since his liaison with Vanessa Perroncel -- who had a child with Bridge -- was first revealed and he helped the London club to return to the top of the Premier League with a 2-0 victory over title rivals Arsenal on Sunday.

"On a personal note I would like to thank every single fan. It's been an emotional day for myself and how the fans have been with me over the last two weeks has been quite incredible," he told Chelsea's television channel.

"I didn't expect that today and I would like to thank every single individual fan for the way they treated me. It was a great performance and, I mean it from my heart, I would like to thank everyone."

Terry did not talk about his meeting with England coach Fabio Capello, who took the captaincy from him on Friday.

Meanwhile, Bolton defender Gary Cahill, who had been widely tipped to appear alongside Terry in England's squad for the World Cup finals, has been ruled out for the rest of the season after doctors found a blood clot in his arm.

The 24-year-old missed Saturday's 0-0 Premier League draw against Fulham after his arm swelled up, and was taken to hospital.

He will need to be treated with blood thinners to dissipate the clot, making it impossible for him to play and risk internal bleeding.

Cahill was called up by Capello for the World Cup qualifier against Kazakhstan in June last year as cover for Ferdinand, but did not make his debut.