Everton have not beaten arch rivals Liverpool away from Goodison Park in the Premier League in 15 years, after Roberto Martinez's men were routed 4-0 last season.
The last time Everton claimed bragging rights at Anfield was in September 1999, when they won a bad-tempered derby 1-0 courtesy of Kevin Campbell's early goal.
And Everton captain Jagielka is keen to avoid a repeat of January's crushing defeat.
"Last season as you can imagine there wasn't much said on that journey," Jagielka told the Liverpool Echo.
"You're talking about a lot of angry people and miserable faces.
"That's what you'd expect from any defeat let alone the heavy defeat we had to our arch rivals.
"When you are made captain you want to look at a decent win percentage. You want to see the team score more goals and keep more clean sheets.
"I've been desperate to win every time we've been to Anfield, we all have been. So then the results we've had, and how quiet the bus has been afterwards, is not a nice feeling."
Jagielka added: "You can't change the past but a win is long overdue.
"It would be a fantastic place for us to give our season another kick-start and get us going up the league."
While bragging rights are up for grabs, both teams are desperate to kick-start their seasons after sluggish starts.
Liverpool have lost back-to-back games, while Everton have only won once this season, with defence a cause for concern.
Everton have conceded 13 goals in 2014-15, after shipping six against Chelsea and three at home to Crystal Palace last week.
"It's been terribly frustrating," said the 32-year-old Jagielka. "Being captain and at the centre of a defence that has conceded so many is tough.
"It puts a frown on your face and makes things a bit harder to bear. But I believe in the players around me and I think we can go on a run and keep clean sheets.
"There have probably been 10 individual errors by eight or nine different players so it’s not one person making repeated mistakes or one consistent thing. It’s been a catalogue of errors.
"Us as players need to stand up in certain situations and cut out the mistakes."
