Widely expected to be finish bottom of Group D after being drawn alongside England, Italy and Uruguay, Jorge Luis Pinto's men sprung a huge surprise with their 3-1 comeback win over the South American nation.
Italy are next on the agenda and, speaking to reporters after a training session at Santos Stadium, Wanchope sounded a quietly confident tone.
"It's a big surprise for the world — everyone expected either Uruguay or Italy or England to go through," said the former striker, who led his country's attack in the 2002 and 2006 finals.
"For us, it wasn't a surprise because we know the great talent that we have. We will keep working and keep surprising the world."
A potentially pivotal clash with England will close Costa Rica's group campaign and Wanchope, something of a cult hero during spells with Derby County, West Ham United and Manchester City in the Premier League, spoke warmly of the talent at Roy Hodgson's disposal.
But should England recover from their narrow opening loss to Italy with the positive result they require versus Uruguay, Wanchope insists his men will be prepared for anything Hodgson’s largely youthful squad throw at them.
"We're not surprised at anything; we've been looking at England for so long," he said.
"For me, especially, I do like the way they play, I do like the talent of (Adam) Lallana, (Daniel) Sturridge, (Wayne) Rooney, (Steven) Gerrard. They’re very good going forward and they have good, solid defenders.
"I think they could do better against Uruguay, I really do think that. But we will concentrate on our game and we will see what we can do against England in the last game."
