The Dutch side will take on the thrice champions in Sunday's title clash at Lyon and Van de Donk said her team will not be overawed by their more celebrated opponents.
"I love being underdogs," Van de Donk told reporters. "It's the best role you can be in. I like it.
"I don't know the English word but I don't think they (the U.S.) think we're that good. Underestimate? Yes, that’s it. That is going to be an advantage for us."
Reigning European champions Netherlands struggled to qualify for the World Cup, having progressed through playoffs, but are now playing their second consecutive major final.
Sarina Wiegman's side have shown they can find the extra gear when needed and have won each of their six matches in the tournament, scoring 11 goals and conceding just three in the process.
"We are European champions, not just anyone," Van de Donk added. "I'm very proud of the team, I'm very proud of the Netherlands and I think we came this far as well because we have such amazing support all the time."
(Reporting by Hardik Vyas in Bengaluru; editing by Sudipto Ganguly)