Jones was eight at the time and recalls how the Three Lions' disappointing performance in the tournament affected him.
"I remember the 2002 World Cup," The Mirror quotes him as saying. "I remember going into school and they used to get the drums out watching every game.
"That was for us to get the atmosphere! I don't play them but you've got to get into it, haven't you? They're great memories and I loved watching them, with the flags and everything.
"But I'd say 2000 was my first real memory of an England tournament - being in tears in the back garden when we went out."
Jones added that England have fared better in the last few years.
"I think we've come on leaps and bounds as a country in the last five or six years," said the 21-year-old. "We've really started to perform well in every game and take a lot of positives out of every game.
"Of course it's a mentality thing. If you don't believe you can go there and do well there's no point in going. But ability does help as well.
"Hopefully whoever is selected to be on that plane can go and put a show on. There's always pressure on you but hopefully we will do well."
Jones has played in eight international matches for England.