Gareth Southgate's charges reached the semi-finals of the tournament for the first time since 1990 after defeating Sweden 2-0 in Moscow, a match in which Everton stopper Pickford made a number of crucial saves to keep a clean sheet.
Speaking to reporters after the game, the 24-year-old said that he feels under no pressure to perform for the national side.
"I never put myself under any pressure or anything, I embrace the moment, play in the moment, and I feel strong, nothing fazes me, I just want to be myself," Pickford said.
"The pitch is always going to be the same lines, same goal height. It's just a game of football. I just work hard every day in training, and that's why I got a clean sheet tonight, because all the saves I make in training I showcase them on a matchday.
"I always enjoy my football. I train hard every day in the gym and on the pitch, to show what I can do on a matchday. Criticism doesn't affect me, it just makes me want to be better."
England will play Croatia in the semi-finals on Wednesday evening.