The Scots have not participated in the finals of a major tournament since the 1998 World Cup in France.
Mulgrew has hinted that it would be a great achievement if Scotland could qualify for the European Championships, which will also be held in France.
"It would be massive to get to the Euros in 2016," TEAMtalk quotes Mulgrew as saying.
"We just want to finish on a high and give ourselves confidence going into the next campaign.
"Obviously in my career, I would love to play in a major tournament, a Euros or a World Cup, so I will be doing all I can to get involved in that."
Scotland play Croatia in their final World Cup qualifier on Tuesday evening.