Gareth Southgate's side are among the favourites to win the Qatar-based tournament despite coming into the event in poor form.
Nevertheless, captain Harry Kane admitted his side are no longer scared of saying they can go all the way.
Speaking with Sky Sports, he said: "We have to believe we can win it.
"I look back at England 10, 15 years ago and it was almost [like] we were scared to say we wanted to win it. I think one of the big shifts that we've made over the last four or five years with Gareth is not being afraid to say that.
"Look, we're going to this tournament to win it because we believe we can. It'd be wrong to think otherwise. What's the point of going to a World Cup and not believing that you can bring the trophy home?
"It's going to be tough and we're going to have to work extremely hard, have a little bit of luck and have a lot of things go our way to achieve that.
"But I think it's important not to be afraid to say that that's what we're going there to do."
England have been drawn in Group B and will kick off their campaign against Iran on November 21.
The Three Lions will be desperate to shake off their six-match winless run as they look to emulate their semi-final run from the 2018 World Cup.
"The first game's really important, for sure," Kane said. "Of course it hasn't been the greatest period in a long time for England. Since Gareth took charge - we haven't had a spell like we've had.
"But in a way before a major tournament that can be a really good thing because it allows you not to be carried away, or even the media or the press to get carried away.
"I feel like if we won every game leading up to this tournament it would've been, 'We're guaranteed to win it' and 'We're going to win it', and that can come with a different pressure.
"We feel like being judged on major tournaments is the main thing and the last two we've had have been good.
"We have a good confidence within ourselves that we can go and have a great tournament in Qatar."