Afridi, who led Pakistan in the third and final one-day international against Australia after regular captain Misbah-ul Haq withdrew because of poor batting form, said a final decision should be made on who would lead the team.
"Misbah or me, whoever is to lead Pakistan in the World Cup he should know it now," Afridi said after Pakistan's one-run defeat which handed Australia a 3-0 series win in Abu Dhabi on Sunday.
Earlier, PCB chief said the popular big-hitting all-rounder Shahid Afridi could face disciplinary action.
"Afridi's statement was irresponsible," Khan said. "We are analysing his statement to decide whether he has violated PCB's code of conduct for an action."
Khan said Afridi's statement had created unnecessary doubt over the captaincy for next year's World Cup.
"I have told everyone, from Misbah to head coach Waqar Younis to chief selector and manager Moin Khan, that Misbah will lead Pakistan in the World Cup," said Khan.
The PCB chief also pulled Afridi up on his form.
"Now people are saying Afridi should be the captain but although his bowling has improved his batting hasn't," said Khan.
"It's up to the selectors to judge and see does he (Afridi) deserve a place in the team," Khan said.
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