England's 1-0 defeat to Belgium in their final group game meant that they would play Colombia in the last 16, with Switzerland or Sweden the potential quarter-final opponents.
Victory could have meant meeting Brazil in the last eight, but Tottenham Hotspur midfielder Alli is not subscribing to the theory of having a straightforward route to the semi-finals.
"I think it's very dangerous," Alli told reporters on Saturday. "We have to approach every game like we're playing the best team in the world. These are top sides. No international game is easy.
"For us, we're not focusing on the next game, we've got to get through against Colombia. They are a dangerous side and we have got to get through that and not look into the future."
England face Los Cafeteros at Moscow's Otkrytiye Arena on Tuesday.