But the Old Trafford hero admits that lifting the trophy in South Africa would be an "unbelievable feeling."
Rooney has won three Premier League titles, two League Cups and a Champions League winners medal in five years at United.
And he said: "Winning those trophies has involved so much hard work from me and my team-mates.
"So I would never give them away for anything. But to win a World Cup would be an unbelievable feeling."
Rooney starred at Euro 2004 and the 2006 World Cup so he has an idea about what it takes to lift a trophy on the international stage.
He feels the Three Lions have the quality in their squad - but also need a bit of luck.
He said: "Anything can happen in a tournament. You could be flying in all of the games then out of the competition in the next.
"We have to make sure we get it right and go further than in previous years."
Rooney, 24, has also been impressed by the way Fabio Capello picked up the pieces after Steve McClaren's disastrous reign.
He added: "Capello's a great manager. On the training pitch, if he sees anything, instead of carrying on the session, he will stop it.
"He will go over it time and time again until he gets the small details right.
"When you get the small details right, then everything else is right."