The pair meet at Wembley on Friday, with San Marino having not won a single match in 22 years.
"My mentality when I played in games of this nature was always to scare myself. It was a preparation tool. I thought of what might happen, and believe the world would collapse if I didn't win this game," he told reporters.
"That is what I used to do when people tell you it is a certainty. But I can't stand here as an England coach and say England shouldn't do anything but win on Friday. Nobody can."
Neville made 85 appearances for his country.