Lampard and the Three Lions crashed out at the quarter-final stage in Germany four years ago, but the Chelsea ace believes he is in better form this time around.
“The confidence in ourselves is quite similar to four years ago when there was the same kind of build-up pre-Germany,” he said.
“A lot of us are maybe more confident in a way because of the experience of having been there.
“I certainly feel better for my years of experience in club football and at international level.
“But, by the same token, we know how difficult a difficult a competition this is.
“People can fancy our chances and we’re very settled in our minds but we have to go out and perform.”
He added on the 2006 World Cup: “That last World Cup wasn’t great for me personally, and wasn’t fantastic for the team.
“We got knocked out in the quarter-finals yet again. You don’t get that many World Cups in your career and this could possibly be my last, in fact probably my last.
“I want to look back and say I was part of a team that was successful and have been personally successful as well.
“If it is the last one I play, we’ll put everything in there to make sure it’s as good as it can be.”