Clearly he and his squad know that having to beat the likes of world champions Japan, Germany or the United States if they reach the closing stages will be an entirely different matter from seeing off Montenegro 10-0 and 9-0 in the qualifiers, but England will be no pushovers in Canada.
Currently ranked sixth in the world, England should qualify from Group F where they face France, Mexico and Colombia and Sampson believes they can go all the way and lift the trophy for the first time on July 5.
"We're ranked sixth in the world, we are a good team and we've got some very talented players," the 32-year-old Welshman said when he named his squad in London earlier this month.
"Our ambition is to go to Canada and win the competition and I believe we can do that -- but we have to treat every game as a final."
Skipper Steph Houghton agrees and told reporters: "You always need a little luck in any tournament, but everything considered, we have the experience and the talent to win this trophy for the first time.
"No one is saying we will, but we all feel that we can."
Sampson named an experienced squad with four players with over 100 caps.
Midfielder Fara Williams of Liverpool has played 139 times, defender Alex Scott of Arsenal (123), defender Casey Stoney of Arsenal (118) and forward Karen Carney of Birmingham City (103).
Midfielder Katie Chapman would have far more than her 85 caps if she had not fallen out with previous coach Hope Powell for five years, but she is back and will add her considerable know-how to the project.
England have qualified for three previous World Cup finals and made the last eight each time, but women's football is growing in England and they appear to have the momentum to push on.
Crowds are gradually rising, skill levels are improving and the growth of the game in England is underscored by the fact that the BBC are broadcasting every match live, not just those involving England, either on TV, radio or the internet from the first game to the last.
(Editing by Frank Pingue)
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