Since finishing third at the 2014 World Cup, the Netherlands have endured a disastrous spell – failing to qualify for Euro 2016 under Guus Hiddink and his replacement Danny Blind.
Netherlands suffered a fourth consecutive home defeat against France on Friday, losing 3-2 in Amsterdam ahead of their trip to London on Tuesday.
The Dutch have fared slightly better on their travels and most recently beat Wales in November, but Southampton defender Van Dijk wants his international team-mates to use the Wembley stage to begin their journey towards the 2018 World Cup in earnest.
"We owe our fans after what has happened and as players we all feel we have to answer to ourselves too," the former Celtic stopper is quoted as saying by The Mirror.
"We should have done much better. It is now time to come up with some very good performances.
"At Wembley our road to the World Cup starts here."
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Van Dijk revealed he is loving life in the Premier League and thinks Netherlands can learn from Ronald Koeman's regime at Southampton.
The 24-year-old continued: "The team spirit at Southampton is the way we can achieve success with Holland. It really is the example for the Dutch.
"The level of the management is incredibly high. There is so much international experience in our coaching staff.
"They have created an atmosphere where experienced players pass on their knowledge to the young players. Every day at Southampton is a joy.
"Don't ask me why, but in the past I used to have 'sleeping moments'. This manager has got me playing at the highest level in my career.
"I love every minute now in the Premier League and I love playing against the best strikers in England."