The Danes come into the competition off the back of a 2-0 win over Mexico, which was their 15th successive match undefeated.
Tottenham star Eriksen has played a key role in that run – the country’s best since the establishment of their national side in 1907 – and he can be key to helping Kjaer & Co. enjoy a lengthy run in Russia.
“He is the individual who can take our team to the next level - he had an amazing qualifying campaign, scoring a lot of goals,” he told Goal.
“Christian and I started in the national team at the same time, we were both selected as very young players for the World Cup in South Africa, and we have played a lot of matches together. He has developed a lot in Tottenham since then and is now our star player.”
However, he stressed that every member of the 23-man squad is vital.
“Football is a team sport, and I believe that our Denmark squad is a symbol of that,” he added. “The team spirit is our strength, and I am proud of that as captain of this great group, who can work hard but also laugh together.
“No one is above our team - even though we have one player, who could deserve to hold that position in Christian Eriksen. He is definitely the star of our team, but he is also ‘just’ one piece in the puzzle of 11 players - or more correctly of the full squad. He never puts himself above the team.”
After being forced to watch World Cup 2014 and Euro 2016 from afar as Denmark failed to qualify, the Sevilla centre-back is determined to make the most of this opportunity.
“We definitely have the ambition to advance from the group stage, and I believe that we also have the quality in the squad to do that,” he said. “And then in the knockout phase we all know that anything could happen - it depends on hard work as a team of course, but also on a moment of brilliance or just a bit of luck.
“We go into the World Cup with a lot of confidence after our long unbeaten run, and that feeling is important.”
Paired with Peru, France and Australia, the Danes face a daunting pool.
“It’s a very tough group, with three teams in the top 12 of the FIFA ranking – and the Asian champions,” he pointed out.
“Peru plays another style of football than we are used to in Europe, and we prepared ourselves with a friendly against another strong South American nation, Chile, just like we have met - and defeated - World Cup teams like Panama and Mexico who also play this non-European style.
“South American teams are always top class, and you don’t qualify for the World Cup from their continent unless you are a superb team. The FIFA ranking shows that Peru win a lot of matches.
“I know that Australia are reigning Asian champions, and that tells a lot about their quality. They know how to achieve success together in a big tournament, and they work hard as a team. They have shown some good results in their friendlies as well.
“Obviously France are the favourites to win our group, but we are in the World Cup to create surprises and maybe even sensations, and what would be a bigger sensation than beating France?
“I can’t wait to play them – that’s what we live for.
The prospect of another summer at home was not an appetising one, either for Kjaer or his team-mates.
“The two missed qualifications obviously did pray on my mind,” he admitted. “I did not want to spend another summer just watching the big tournament on TV. It left us with some extra pressure not to disappoint ourselves again, but it also made our appetite even bigger in qualifying.”
Their efforts culminated in a spectacular playoff win away over Ireland.
“That night in Dublin was unforgettable. We blew Ireland out of their own stadium, where they are usually so strong, winning 5-1 in the all-decisive match to reach the World Cup,” he said.
“The result in itself is one that I will never forget, and I am sure that it will be go down in Danish football history and will be remembered by the football fans in my country as a symbol of the success of this team. It was our finest hour - so far.”
This will be Kjaer’s second World Cup, and it is one that he is relishing particularly due to his role as captain.
“Before this qualifying campaign my partner in the central defence Daniel Agger retired from football, and I took over as the Denmark captain - and I am extremely proud of that honour,” he noted. “Leading the boys - and our country - to the World Cup will forever be one of my greatest memories from football.
“I have already been at one World Cup as a starter, back in 2010 in South Africa. Now at 29 my role and responsibility is very different being the captain of the team.
“A part of my job is to share my own international experience - from hundreds of games in the biggest leagues and from the World Cup and the Euros - with the younger players.
“Playing at a World Cup is a personal highlight - something we have all dreamed of since we were kids.
“The magnitude of the event in itself can blow you away, if you don’t keep your feet on the ground. As a player you must enjoy playing on the biggest stage - and find the mental balance where you are able to give everything you’ve got, because it might be a once in a career opportunity.”