His team take a 2-1 lead into the fourth and penultimate match of the series at Queen's Park Oval on Friday and victory would guarantee them the rubber ahead of the final match at the same venue on Sunday.
"I hope I'm not speaking out of turn, but I do feel it's my last two one-day internationals in Trinidad," Lara told reporters.
"I don't think there is anything (in Trinidad) for us in the World Cup, and I'm looking forward to winning on Friday and enjoying Sunday."
Lara, 37, has cut back on his workload in the shorter form of the game in the past year but he is keen on playing in the 2007 World Cup in the Caribbean.
He missed the limited overs series in New Zealand in February and March before returning to the team in April after his appointment as West Indies captain for the third time.
"I don't think I'll be wearing these colours again at the Queen's Park Oval," Lara said.
"It is going to be exciting, it's going to be momentous for me and I'm sure it's going to be great for the team if we can pull off a (series) victory as early as Friday."
Officials have reported that tickets for both matches are sold out.
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That was preceded by a one-run victory in Jamaica on Saturday, two days after India had won by five wickets with a ball to spare at the same venue.
"These close results are better than beating a team by a huge margin," Lara said.
"It is going to show the guys what it is like to play cricket under this sort of pressure, and I think we're getting more from it."
India captain Rahul Dravid echoed Lara's comments about the benefits of nail-biting results.
"Rather than winning or losing easily, this is another good chance for the guys to experience some pressure and close games," Dravid told reporters.
"We've got a lot of young boys in our team and these things will help them, these last-over games going into the future will be good for the boys.
"When you are put under pressure, it helps you.
"It's nice to win the games under pressure, but it's also nice to lose some of these games because it does a lot for you."
West Indies will be without Shivnarine Chanderpaul, who has been forced out by a hamstring injury that he sustained in St Kitts.
Runako Morton has been omitted from the 14-man squad with Wavell Hinds and Sewnarine Chattergoon returning to the fold.