But the last eight was their final stop and it was yet another fruitless attempt by an African team to reach the final of the quadrennial global football showpiece.
Then captained by current coach Aliou Cisse and boasting the likes of El-Hadji Diouf, Henri Camara, Khalilou Fadiga and Pape Bouba Diop, Senegal set a benchmark which their current generation will attempt to exceed in Russia.
“It’s only natural that we want to go further than the generation of 2002,” Mbodji told Fifa.
“We have to rise to the occasion at the World Cup. We need to get past the group phase and then go as far as we can. It would be fantastic for us and the people of Senegal if we did better than in 2002.”
Cisse and his men arrive in Russia headlined by Liverpool star Sadio Mane but will however have to first worry about Group H opponents Colombia, Japan and Poland before achieving what appears to be Herculean feat.
“Anyone could qualify. Senegal aren’t favourites against Poland and Colombia, but anything’s possible. We’ll just have to wait and see what happens in Russia,” Mbodji said.
Senegal’s battle to at least reach the last four is however just a microcosm of a broader case for Africans sides to play in a World Cup final.
Prospects of sailing past the quarter-final hurdle will again dominate discourse about the seemingly-jinxed African teams in Russia next month.
Any talk of an African team powering their way into the final to try and claim the biggest sporting prize on the planet seems far-fetched given past disappointments amid high expectations.
On the four occasions that Tunisia have graced the World Cup finals before, they have never progressed past the group stages.
Egypt returned to the World Cup for the first time in 28 years and are still to register victory at the tournament, losing all their games at the 1934 and 1990 editions.
Nigeria, a much-esteemed footballing nation on the continent, will be making a sixth World Cup appearance on the backdrop of thrice failing to get past the last-16 hurdle.
Morocco are no World Cup strangers but have managed just a single appearance in the last-16 as their best show in four tournaments.
History is laden with tales of celebrated African football stars who illuminated European stadia in the big leagues but have tried with no joy to scale World Cup glory.
This time around, African teams arrive at the World Cup with optimism thanks to star performances by Mohamed Salah, an Egyptian magician who has turned himself into a global sensation and is seriously threatening to wrestle the Ballon D’Or from a ten-year Cristiano Ronaldo-Lionel Messi stranglehold.
African players will be treading terrain where greats like Hossam Hassan, Roger Milla, Mustapha Hadji, Noureddine Neybet, Riadh Bouazizi, Jay Jay Okocha, Samuel Eto’o, Didier Drogba, Yaya Toure failed to inspire their respective nations to global supremacy.
And for Mbodji, having coach Cisse who has walked this path before could be their trump card in navigating the route to World Cup glory.
“He has a lot of experience and that really helps us. Aside from the 2002 World Cup, he’s played in lots of Africa Cup of Nations competitions and we’re lucky to have a coach like him. God willing, we’ll achieve our objectives," said Mbodji.