Hodgson's first tournament as England manager ended in penalty heartbreak as his men were defeated by Italy at Euro 2012.
He is, of course, not the only England coach to suffer the same fate.
England, after all, have one of the worst penalty records in world football.
They have won just one of their six shoot-outs. Out of the world's top 20-ranked teams only Switzerland and Chile - who have been involved in one penalty shoot-out apiece - have a worse success ratio than England, whose only victory came against Spain in Euro '96.
When asked for his view on penalty shoot-outs and how to prepare for them ahead of the World Cup, Hodgson said: "Win your games, and don't go into extra-time.
"If you do go into extra-time make sure you don't get to a penalty shoot-out because we have a woeful record in penalty shoot-outs."
England fans will remember the agony that came with the losses to Germany at Italia '90 and Euro '96.
The most recent failures came in Kiev last summer and against Portugal on two occasions in 2004 and 2006.
The FA has employed renowned sports psychologist Dave Reddin ahead of the tournament, although Hodgson says the England squad are not mentally fragile.
Still, it is hard to ignore the mental scarring that England's poor record from 12 yards will have on the team's psyche.
"Unfortunately, the more we talk about it the more pressure we heap on ourselves," Hodgson added on BBC Radio 5 Live's Sportsweek programme.
"There are aspects in all of our lives which if we think back to them, they are unhappy moments and thinking back to them depresses us a little bit.
"The more we talk about them the more we are depressing ourselves.
"We will do everything we can. I wouldn't accuse our players of lacking mental strength."
The England manager will be a busy man right up until England play Italy in the sweltering Amazonian heat of Manaus on June 14.
Although Hodgson would have preferred to avoid Manaus, the fact that the other two games are in the south of Brazil - in Sao Paulo and Belo Horizonte - means England will be able to base themselves at their favoured HQ of the Royal Tulip hotel in Rio de Janeiro.
The hotel lies within walking distance of the Sao Conrado beach, two shopping centres and a golf course.
Hodgson thinks it is important his players do not feel isolated, as they were in Rustenburg three-and-a-half years ago.
But he does not want them to feel like they are on holiday either.
"You do your best to avoid boredom, but we also want to get the balance right," Hodgson said.
"This could be a once-in-a-lifetime opportunity for some players, so we are asking them to make certain that in this very brief period of two to three weeks before the tournament, and during it, that there has to be some element of sacrifice.
"You can't live the sort of life you live on a daily basis where you train, come home, you see your family and children. That isn't a possibility."
England were handed a tough draw when they were thrown into Group D along with Italy, Uruguay and Costa Rica.
Since qualifying Hodgson has always claimed England could cause an upset and win the tournament and his stance has not changed.
"We cannot ignore countries, especially on the South American continent, because they are probably in a better position to be favourites, but I would not like to say who will win. Why not us?" Hodgson said.
"We have got our lottery ticket at least."
Hodgson refused to set a target for his team.
"I don't know what would be success," he said.
"It is dangerous to say, so whatever I answer it would be wrong so it's a question I duck all of the time."