Neville said the ambition is there and everyone is focused on the side’s opener against Scotland, who are playing in their first World Cup.
Describing his team as “probably one of the best prepared teams to leave this shore”, he said: “We have really open, frank discussions with them about our ambitions and our ambition is to go to the World Cup and try to win.
“If I were to stand here today and say I just want to get out the group stage and get to the quarter finals, I think my players would be really disappointed and wouldn’t want me as their manager.
“They want to go that next step and go to a final and hopefully win it.”
said: "Over the last four years we've got that little bit more successful, we've won big games, we've competed against the best nations, so we see that as a good thing that there are more expectations.
"It means that we're playing well, we're winning football games and for us it's something we can really thrive on and hopefully go and perform to our best."
Veteran striker Jodie Taylor, speaking at the media event in Burton, said the team is in a better place than it was for the previous two campaigns.
“I think today it really feels real, walking in this room today seeing all the media. This is probably the most attention we have had, compared to previous tournaments and now we're getting close to the World Cup it's really starting to hit us that it's near,” said Taylor, who first started playing football with her dad when she didn’t know women’s football existed.
“I genuinely believe we can win the World Cup. The last two tournaments we have made it to the semi-finals and got beat.
“The last World Cup we were probably quite happy with a bronze medal, let's be real. The Euros we were really disappointed to get knocked out in the semi-finals.
“It's the same now, even worse, but I think the confidence in the group, we're in such a better place now than what we've ever been and I think all we've got in our minds is winning the World Cup.”
Young Arsenal midfielder Leah Williamson said “anything below third place is a failure” as she remembered watching the 2015 squad from home while nursing an injury.