The Red Devils have fallen at the quarter-final stage of their last two major competitions, despite being tipped as dark horses heading into both.
Belgium boast one of the finest squads in the 32-team World Cup, with De Bruyne and Hazard two of a number of Premier League players in the 23-man travelling party, and the latter suggested earlier this week that lifting some silverware is now a must.
Manchester City playmaker De Bruyne fully agrees, telling reporters: "Everybody needs to win a trophy. Thirty-two teams are playing in the World Cup.
"There are 15 teams that are wanting to win the trophy, so 14 teams are going to be disappointed. That's the way it goes in a tournament. Everyone tries to prepare the best as possible and in a tournament you need everything - a good group, good form, luck, good circumstances.
"A ref can decide a tournament, so all you can do is prepare yourself mentally, physically, individually and as a team, and hope for the best and do the job you need to do. In the end you can talk about what happened."
Belgium start their World Cup campaign with a meeting against Panama on June 18, but first they take on Costa Rica in their final friendly match on Monday.