The Italian will be unveiled as successor to sacked Steve McClaren on Monday after the former boss was dismissed for failing to secure Euro 2008 qualification.
“My life could have been easy but I need a challenge, the biggest challenge in football is to lift England to the stars,” he told the News of the World.
“I will win the World Cup. If I didn’t think that, I would not have taken the job. I would have continued playing golf.
Pressure
“I will do everything I can to make the England team successful. For a long time now, I have wanted to do something different and I wanted this job specifically.
“It will be tough, simply because the pressure is enormous. Football in England is a religion. But it’s a challenge which I am ready and eager for. This is a dream come true for me.”
Capello has also admitted he is looking to move to England in the New Year and that he is taking steps to improve his English.
“I will start my work immediately and I will move to England at the beginning of January,” he continued.
“My English is not yet at the level that I would like and I am starting lessons straight away.”