The Desert Foxes are currently bottom of African qualifying Group B with one point, five behind leaders, the Super Eagles.
Reigning African champions, Cameroon is second with two points, while Zambia is third with just one point.
“I think the World Cup is the very best competition in terms of the feelings and emotions that it generates,” Feghouli told West Ham official website on Tuesday.
“If you haven’t played in it, you can’t know exactly what it means. I was lucky enough to play in it in 2014 and Algeria played very well. It was a dream come true for millions of Algerians and we made history by reaching the last 16 for the first time.
“We played a historic tie against Germany in which we were on the verge of knocking them out. I was very happy and proud to take part in that incredible adventure.
“I’d like to play in it again in 2018, although it will be very difficult to qualify.”