The game's global governing body has been attacked for its decision to take the finals to Qatar, where the treatment of migrant workers and the rights of LGBTQ+ people have been in the spotlight.
Ahead of the opening game of the tournament on Sunday, Infantino said: "We have told many, many lessons from some Europeans, from the western world.
"I think for what we Europeans have been doing the last 3,000 years we should be apologising for next 3,000 years before starting to give moral lessons to people."
Infantino added: "Today I feel Qatari. Today I feel Arabic. Today I feel African. Today I feel gay. Today I feel disabled. Today I feel (like) a migrant worker.
"Of course I am not Qatari, I am not an Arab, I am not African, I am not gay, I am not disabled. But I feel like it, because I know what it means to be discriminated, to be bullied, as a foreigner in a foreign country. As a child I was bullied - because I had red hair and freckles, plus I was Italian so imagine.
"What do you do then? You try to engage, make friends. Don't start accusing, fighting, insulting, you start engaging. And this is what we should be doing."