Firmino scored 27 goals in 51 appearances for Liverpool last term, but ended his season without a Champions League winners' medal after the Reds were beaten by Real Madrid in the final.
The 26-year-old told The Mirror that the defeat in Kyiv left a "bad taste" to his season, but added that he is determined to make up for it with a World Cup crown.
"When I look back, this season has not been bad personally, but it still left a bad taste in the mouth after the Champions League final," the attacker said. "I still believe we deserved more, but this is what makes football.
"Now I'm at the World Cup and for a Brazilian player it is what you dream. I can't compare it being with my club – winning a title with Liverpool has a different flavour to winning with Brazil.
"The World Cup has such a big impact – for the fans and the people back home it's the maximum. It's absolutely everything for the country. So the defeat against Madrid will always be there, but this is a different challenge and already I'm enjoying it."
Firmino has netted six times in 21 appearances for Brazil ahead of their World Cup opener against Switzerland on Sunday.