England are trailing the five-match series 0-3 after losing the fourth ODI by nine wickets here.
"At this precise moment in time, no," said Cook when asked whether he will relinquish his ODI captaincy.
"I will be the captain of this team in the World Cup if I'm allowed to be. I don't have a say on selection but I've captained for three-and-a-half years with the goal to try to win the World Cup in Australia.
England's batting collapsed once again and scored only 206 runs before they were bowled out in the 50th over of their innings.
India then chased down the target with 19.3 overs to spare with Ajinkya Rahane (106) scoring his maiden ODI century and putting up 183 runs with Shikhar Dhawan (97 not out) for the opening wicket.
"When you get behind in a series, trying to turn it around especially in the one-dayers when it happens so quickly, is the toughest and most frustrating thing as captain. You know you've got to go out there and play with freedom but when you keep losing wickets it's very hard to do that," he said.
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