New Zealand captain Kane Williamson says his side are happy to embrace their underdog status in Sunday's World Cup final against England at Lord's.

The Black Caps, runners-up in 2015, have the tough task of facing the world's top-ranked one-day international side, who destroyed reigning champions Australia in the semi-finals.

But New Zealand will also start the final with confidence after upsetting the odds to beat India by 18 runs in their last-four clash.

"To be involved in a World Cup and be representing your country, let alone to turn up here at the home of cricket and be involved in a final is pretty special," Williamson said at Lord's on Saturday. "I think England rightly deserve to be favourites."

"Coming into this tournament from the start, they were favourites and they've been playing really good cricket," added Williamson, whose side suffered a 119-run thrashing by the hosts in pool play.

"But whatever dog we are, it's just important that we focus on the cricket that we want to play and we have seen over the years that anybody can beat anybody, regardless of breed of dog."

New Zealand, having suffered a crushing defeat by Australia in the 2015 final, are determined to go one better this time, with Williamson dismissing talk that all the pressure is off his side.

"We are quite keen on winning as well," he said with a deadpan expression. "Whether having had experience in a final or not is a good thing as any final you get the opportunity to play in is a really positive thing.”

"But at the same time, as we know in this game nothing promises, so it does come down to putting a performance on the board that gives us the best opportunity to win,” he added.

One enduring quality of Williamson's batting and his captaincy is an ability to maintain the same level-headed demeanour regardless of the game situation.

"It's forever learning, learning about the game and about yourself and different emotions that you can feel," he said. "But as a group, for us it is important that we are level and keep peeling it back to what is important."

The pitch for the final looked exceptionally green on Saturday but a cautious Williamson refused to read too much into conditions a day before the game.

"Perhaps it's encouraging to seam bowlers on both sides," he said. "But we don't know what the wicket has in store, there's still a bit of time between now and the start of play. Usually, it's a fairly fair surface here but, at the same time, one that guys need to adapt quickly to, like any other surface we have seen in the World Cup."