Wayne Hennessey says Wales travel to Qatar to win the World Cup.
Wales will end a 64-year wait to play at the World Cup in November, making their first final appearance since 1958, when they were beaten by Brazil in the quarter-finals.
They will play in the same group as England, Iran and USA, with the bookmakers having them around 150-1 underdogs to lift the trophy.
But veteran Nottingham Forest goalkeeper Hennessey said: “We are all excited. I know people will say we are the underdogs because this is our first World Cup for so long.
“But we’re not just here to make numbers, we’re going there to win.
“What’s the point of being in it if you’re not going to win it all?”
Wales suffered a fourth defeat in five Nations League games on Thursday as Belgium beat them 2-1 in Brussels.
Manchester City’s Kevin De Bruyne produced a masterclass in midfield, opening the scoring before setting up Michy Batshuayi for the second before half-time.
But Wales improved greatly after the break and Kieffer Moore’s header cheered them ahead of their Nations League final against Poland in Cardiff.
Sunday’s win would see Wales avoid relegation to League B and stay in the top tier for the next edition of the competition.
“It’s going to be special,” said 105-capped Hennessey, who led Wales for the second time at the King Baudouin Stadium.
“We all know what home games are like with the atmosphere, the fans bring everything.
” It is going to be difficult. But it will be difficult for them too.
“We have a good record at home and the fans will be behind us. It’s a great match and it’s very important that we stay there (in Ligue A).
“There are fantastic players and we fully deserve to be in there.”
Captain Gareth Bale is set to start on Sunday after coming on as a second-half substitute against Belgium.
Bale joined the United side late on Tuesday after playing for Los Angeles FC the day before.
Hennessey said: “I actually feel really sorry for him, his schedule must be all over the place.
“But I think he did very well when he arrived. We have a big game coming up and he will be ready for it.
“He plays regularly in America and plays really well. He has a smile on his face and they treat him very well.