Dunga is aware of the tough job ahead of him as Brazil look to return to their dominant ways in the world of international football.
Brazil were humiliated on home soil by Germany at last year's World Cup and were knocked out of the Copa America quarter-finals by Paraguay.
Dunga, who is currently in his second stint as Brazil manager, knows first-hand the pressures that come with the job.
"In '94 we were champions and the Copa America was next. In 2002, we were champions and there was an absurd pressure in 2006," he said.
"This is one of the differences from Brazil, you win and the next day you're expected to keep winning.
"Being world champion is important, but the main thing is to show the trajectory of these players, the price they had to pay to reach the title.
"We must seize every moment to improve and grow equally."
Brazil face reigning Copa America champions Chile on Thursday in the first of the World Cup qualifying games for Russia 2018.
