The redhead, played by Karen Gillan, from Inverness, appeared moments before Matt Smith regenerated into Glasgow-born Capaldi, the third Scot to play the Doctor.
Capaldi was on screen for less than 30 seconds at the end of the Christmas Day special, which was designed to shatter the long-standing rule that limits the Time Lord to just 12 regenerations.
Fans have worried for years that the show would have to end once the 13th Doctor died.
The episode, entitled The Time of the Doctor, saw Smith reveal that he was in fact the 13th Doctor - not the 11th as previously assumed.
Producers explained that they included John Hurt, who played The War Doctor, and counted David Tennant twice.
Capaldi, 55, is the first Oscar-winner to take on the role.