England's performance in recent major events has been underwhelming with the nation being knocked out of the 2014 World Cup in the group stage and the 2016 European Championships in the round of 16 after a shock defeat by Iceland.
Southgate will be eager to improve England's record but the 47-year-old says he is also focused on developing the young talent in his squad.
"I could sit here and say this round or that round -- but it doesn't mean anything, really, because we have to keep improving as a team," Southgate told ESPN when asked what he would see as a successful World Cup.
"We're trying to change the style of play -- we have our young players developing with better technical ability with the ball. We know these players and we believe that, in the long term, some of them can be world class players.
"Maybe there are other players a bit older... but we don't think we could win a World Cup with them in the future and would rather invest time and show belief in young players.
"For a long time, we have worried about what might go wrong -- but we have to look at how far can we go and how far can we progress."
Southgate's emphasis on building a team for the future could lead to several Premier League veterans, including Joe Hart and Gary Cahill, being excluded from his provisional World Cup squad, which will be announced later on Wednesday.
"Everyone wants to play in a World Cup -- everyone wants to play in every match," Southgate added.
"We have a couple of injuries, unfortunately, which means players definitely can't go, and the other decisions for us have become clearer as the season has gone on. It's exciting, now, to look forward to the tournament."
(Reporting by Aditi Prakash in Bengaluru; Editing by Christian Radnedge)