After being tipped as one of the tournament favourites in South Korea and Japan, the twice former champions were sent packing following opening-round matches with England, Sweden and Nigeria.
Argentina were handed another tough draw for next month's World Cup in Germany, having been paired with Netherlands, Ivory Coast and Serbia & Montenegro in Group C.
"I think it will be less difficult than last time because there is no 'classico' in this group. Argentina against England was a 'classico' because a game like that generates huge interest and it conditions all the other group games.
"We have a great chance to get through...maybe we are starting the World Cup before other teams as we know we will need to focus from the very first game."
NO BURDEN
The 30-year-old Crespo said the disappointment of 2002 would not impact upon Argentina.
"I don't think we carry any burden from the failure last time," he said. "Football is a question of destiny in many cases.
"For example in the game against Sweden (in the last World Cup), Argentina had a huge number of chances to score and we just couldn't convert them so we missed out on qualification.
"It just wasn't meant to be our day and that's the way things work in the game.
"It is our desire to win the World Cup again but it is going to be difficult and we mustn't forget that in the history of football, Argentina has only won the World Cup twice. That shows how difficult it will be to win it."
Although he viewed Brazil as firm favourites to win the tournament for a sixth time, Crespo said Argentina were capable of beating the champions in a one-off game.
"They won the last World Cup, the last Copa America and the last Confederations Cup and all their players are important figures at their clubs," he said.
"But anything can happen in a one-off match. We beat them 3-1 in qualification and this competition is not like a league championship which lasts over a whole season."
MARADONA LEGACY
Argentina's last World Cup triumph came 20 years ago when they were inspired by Diego Maradona.
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"There is an Argentine necessity to search for a successor to Maradona but Maradona is unique," he said. "For me he is the only player it is impossible to imitate because of his characteristics.
"Messi is going through a process of maturity which will allow him to overcome the pressure and concentrate on the game. If he plays in the final of the Champions League (against Arsenal) and at the World Cup he should make sure he enjoys it."
Crespo said his championship-winning season at Chelsea had given him additional confidence ahead of the tournament.
"I'm very proud of this season," he said. "It has been difficult for me to live in England but I'm very proud because we won the trophy and we have great fans and a great group of players.
"When you have this combination you normally win something and we won the league. When you win something you want to keep on winning things and I see no reason why I can't carry on at the World Cup."
Crespo, though, was unsure whether he would be staying at Chelsea.
"I don't know what will happen next season but I was very happy there," he said.