Speaking at the Croatian Players' Union awards ceremony, Modric also spoke of his team's third-placed finish in La Liga.
"It was a very hard and long season, in La Liga and the Copa del Rey we did not play as is expected of us," the 32-year-old said. "In the end we won the trophy that is most important.
"I am happy to be part of this club and this success that will be remembered in history. [But] I would change some of the trophies I've won with Madrid for one big success with Croatia!"
Croatia face Nigeria in their World Cup opener on Saturday, before playing Argentina and Iceland in their remaining Group D matches.