Menezes has led an experimental Brazil side to dominant victories in recent months, including a 6-0 win over Iraq in Sweden last Friday.
Menezes told reporters that overall he cannot complain with the Selecao's form during a 14-month unbeaten run.
He said: "Yes. We are unbeatable for the last 14 months, but on the other hand the expectation on Brazilian football is always huge.
"We are getting closer to what we want. That's the last part of the process and our game itself is already better."
Japan await Brazil in a friendly to take place in Poland on Tuesday, fresh from a shock 1-0 win over France last week.