Lescott will start tonight's quarterfinal against Italy.
"It's been a great occasion for me, playing in a tournament like this, but there's still a long way to go.
"I think the expectation levels on us will crank up now, but I also think the belief has always been there in this squad, in this team.
"Look at the players we've got and the things they have won in their individual careers.
"I don't think they've got low expectations of themselves. I think they are confident of doing well for the nation.
"I have to pinch myself about how the last few years have gone - winning the FA Cup was the start, going on to win the Premier League and being part of the England team, going well in the tournament.
"It's a great honour for me, but I know there is still a long way to go."