Roy Hodgson's side have been tipped by many to struggle at this summer's tournament in Brazil, with the Three Lions having been in a tough group alongside the likes of Italy and Uruguay.
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He told the press: "England? Everybody says 'no, no, no, no, no' - I always say 'why not?' because I don't understand why not.
"When I see the players and the clubs where they play, I don't understand why one day it cannot happen.
"They know how to play for the big clubs, they play in the Champions League, which is probably the most difficult football in the world, so I don't see why they don't win. So one day they have to do it."
England kick off their World Cup campaign against Italy on June 14 in Manaus and Mournho believes that the Azzurri will not relish facing the Three Lions.
"I don't think Uruguay and Italy will find it easy to play against England," the Portuguese argued. "The first defeat will put immediately one team in a very difficult situation."