The Dutch side were beaten 1-0 by Spain in the final in South Africa, but defeated the holders 5-1 in the group stage of the tournament on their way to setting up a quarter-final with Costa Rica later this week.
The Bayern Munich winger told FIFA.com: "I think we are on a mission together, and when you come to a World Cup it's not to enjoy the weather and enjoy the beach in Rio. You're here to win matches and to go as far as possible.
"I don't think the expectations were that high before the tournament and, as a result, we can be very proud of where we are.
"We have to stay focused. Costa Rica have a very good team, they have already proved that in their group, which was very tough, with Italy, England and Uruguay in there. They've been really impressive and we'll have to prepare very well if we're going to beat them."
Robben has scored three goals so far in Brazil.