The Everton ace has been first-choice for the Three Lions at several major tournaments and is desperate for incoming manager Thomas Tuchel to help the team take the last step another near-miss at Euro 2024.
Pickford told TNT Sports: "We've been on some journeys so far. Four tournaments I've been to now. Two finals, a quarter and a semi.
"We've been that close to winning, and having the smell of winning, going back to your country and seeing your family and friends would have been the best feeling ever.
"But it's made us hungry for the next challenge. For me, it's about winning something for England. It's not about breaking individual records. It's about doing my best for the badge, for England and lifting a trophy.
"I think everyone in the country wants England to win something."
Pickford's exuberance on the pitch has been questioned at times but he revealed that he has worked with a psychologist to improve his mindset at crucial moments.
The keeper said: "In my career so far I remember having that downward spiral.
"I had a blip and that's when I reached out to a psychologist. I did a bit of work behind the scenes on who I wanted to be as a goalkeeper, what I wanted to achieve and where I wanted to go.
"That gave me a different perspective on goalkeeping as well. It all came together at the moment.
"Even in training, I'm still making saves, diving around, coming out of training absolutely manky, but that's what it's all about. But you've got to have a different mindset when it comes to gameday."