The 35-year-old, who won numerous honours at Manchester United before his switch to Goodison Park in 2005, admitted that there is 'an empty feeling in his stomach'.
"I want it so bad," he said in the Daily Star. "Not just for myself but for the gaffer, for the supporters.
"The years you don't win a trophy you've got an empty feeling. Last season we were unbelievable from January onwards.
"But I had that empty feeling. And that's what motivates me and keeps me going."
Neville also spoke about this afternoon's Merseyside derby, saying that you need 'the balls to play'.
He continued: "We probably shade it in terms of experience now. This is the time that the team needs to peak. For this group of players it's now or never in terms of success."
The Merseyside derby kicks off at 1.30pm this afternoon.