The Nationalelf currently sit atop of Group C with 10 points from four games, holding a three-point lead over Sweden, which has a game in hand, and Lahm has insisted Germany must take things one step at a time.
"Given our history and the quality of our current squad, we cannot go to a major tournament without the ambition of winning it," Lahm told the official DFB website. "As a professional sportsman, you are always ambitious, you want to win as many titles as possible.
"Of course I have the dream of winning the World Cup, but we have to focus on our current goals and once we have done that. Our aim has got to be to prepare as well as we can for the World Cup. The next aim has got to be to get through the group stage. Step-by-step, a dream can be the result of many aims, which is why the next aim is always the most important one."
Germany takes on Kazakhstan in Astana on Friday.