"The feeling of losing is a nasty feeling," Rashford told reporters ahead of the June 14-July 15 tournament.
"When you speak about (it), people don't understand. So definitely we'll take all the things that happened at that tournament into the next one because that is one of the important things to spur us.
"The main thing is to go into a tournament with confidence in ourselves. The easiest way to get that is through performances but we know each individual is working hard in training so we are going to be confident."
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Rashford come on as a second-half substitute in England's 2-1 friendly victory over Nigeria on Saturday with manager Gareth Southgate's side set to conclude their World Cup preparations with a friendly against Costa Rica on Thursday.
England kick off their World Cup campaign against Tunisia on June 18. Panama and Belgium are the other teams in Group G.
(Reporting by Aditi Prakash in Bengaluru)
