Les Bleus booked their place in the showpiece match with a 1-0 win over Belgium on Tuesday evening, two years on from reaching the Euro 2016 final on home soil.
Nine members of France's 23-man squad remain from that disappointing night, and Lloris believes that the heartache can help his side against either Croatia or England.
"It's an amazing feeling but we already lost the final two years ago and that's why we feel [the need] to keep our feet on the floor," he told reporters.
"It's important to keep the belief because the belief is strong in our team. There is still one game to play and the most important of our careers.
"Most of our players were not at the Euros. There was a lot of change between the competitions. For the players who were involved, yes, we can use our own experience to show the right way to the young lads."
France won the World Cup in 1998 - the only time that they have done so - and finished as runners-up in 2006.