The goalkeeper said the team were not being swept up by the wave of celebrations back home and were keeping their focus firmly on their shot of earning a second World Cup title after 1998 when they take on the Croatians in Moscow's Luzhniki Stadium.
"To be honest we are in our little bubble and we don't know what is happening in France," Lloris told reporters on Saturday.
"We are far from thinking that we have reached our goal. We will face a high-quality opponent and they deserve as much credit as we do.
"They have displayed their physical and mental strengths and tomorrow we will need a great French team to win."
France have never needed to go beyond 90 minutes in their run to the final after beating Argentina in the round of 16, Uruguay in the last eight and Belgium in the semi-finals.
But Croatia had to battle from a goal down in all three of their knockout matches to beat Denmark, Russia and England.
They played extra time in all of them and needed penalties against the Danes and hosts Russia.
"Croatia have shown their mental strength which is quite incredible. They have managed to qualify after extra time three times in a row. There is something special in this team," Lloris warned.
"They also have an incredible collective strength. We have a lot of respect for them. We need to perform at a high level and deliver a perfect match to win," said the keeper.
France are in their third World Cup final after winning in 1998 and losing to Italy in 2006. They also reached the Euro final on home soil two years ago only to lose to Portugal.
Lloris said that defeat was not on their minds any longer, with many current players not part of the 2016 team.
"I think that our team is quite calm. I do not really know if we realise how far we have come but it is better that way," Lloris said. "We have this inner strength from the beginning of the tournament with which we can overcome any challenge."
"Tomorrow will be the most important match of our career. It will be a special match because it is a World Cup final and we have to stay in our bubble to focus on the ultimate goal."
(Reporting by Karolos Grohmann; editing by Clare Fallon)
