Oranje have already exceeded their pre-tournament expectations by finishing top of Group B with wins over Spain, Chile and Australia and face Mexico in the second round on Sunday.
After finishing as runners-up in the tournament four years ago, Sneijder argues that his team can go on and win the competition for the first time.
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"But we played the final and we lost. That was one of the toughest moments of my career so far but the beautiful thing about football is that you always have the chance to gain a bit of revenge and here we are four years later.
"And why can't we win it this time? I think we have a great team and a great spirit, so we have to go for it."
The Galatasaray player also praised the mood in the Oranje camp, as well as the work of coach Louis van Gaal.
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"The coach stands over the team and creates the way we play. If you barely give any chances away against Spain, Chile and Australia, well, that's a big compliment, first of all to the manager because he's the one who makes us play like this but also for the players because we're the ones who execute it.
"Everyone knows what's expected, everyone knows what to do and we always know that on the counterattack, we're very dangerous."