In 2004, his first season as captain, he lifted the Challenge Cup after Saints’ 32-16 win over Wigan Warriors at the Millennium Stadium, Cardiff. He also joined a select band of players to have scored 100 tries and 100 goals in Super League. Sculthorpe was then selected in the Great Britain team to compete in the end of season 2004 Rugby League Tri-Nations tournament. In the final against Australia he played at loose forward in the Lions' 44-4 loss.
In 2005 Sculthorpe scored his 1,000th point for Saints. Paul had been one of Great Britain’s leading performers in those years, and it was no surprise when he was named as captain in 2005. Having been ruled out for the most of the 2005 season and prevented him from leading the side in the Gillette Tri-Nations tournament.
He is one of the stars of the world game and also the face of Gillette. Sculthorpe's deal with razor giants Gillette is the most lucrative sponsorship deal made by any rugby league player world wide. In March 2006, Sculthorpe signed a deal with Random House to publish his autobiography, Man of Steel, which was published in August 2007. Sculthorpe captained St Helens at second-row forward in their 2006 Challenge Cup Final victory against the Huddersfield Giants. Having been named Great Britain captain he only ever captained the side for 18 minutes. This came in the one off test game at Knowsley road in 2006, between Great Britain and New Zealand. He was forced off after injuring his knee. Sculthorpe was named man-of-the-match in St. Helens' win over the Brisbane Broncos in the 2007 World Club Challenge. In September 2007 he signed a new 12-month contract with St Helens which saw him celebrate his Testimonial Season at the club.
Sculthorpe's final game for St. Helens was in the 2008 Challenge Cup final, where he injured his shoulder in the opening minutes. After being injury hit in 2008's Super League XIII with only a handful of games played, St. Helens announced they would release Sculthorpe at the end of the season. He was being touted as a potential signing for Salford City Reds, or join up with brother Danny at Wakefield Trinity Wildcats in time for the 2009 Super League season. However, Sculthorpe announced his retirement from the game on 19 September 2008.
He was awarded the honour of MBE in the 2013 New Year's Honours List, for "services to Rugby League and to charity".