The Chelsea star was recently handed the captaincy of Belgium by manager Roberto Martinez, something which Hazard enjoys.
"It's good to be the captain, I enjoy this," he said. "I try to be a leader on the pitch, maybe it's new for me now, maybe one year I'm the captain.
"I want to lead Belgium to the World Cup. I want to win something with the country, I hope we will, but it's too far now".
When asked about whether he sees himself becoming the captain of Chelsea after John Terry, Hazard says that he doesn't know, but says he will not be able to lead the team in the same vocal way as the veteran defender.
"John Terry is still there. I don't want to touch John Terry.
"I can't be like John Terry, I can't be like him. As a captain I don't talk too much, I try to talk with my feet on the pitch. This is my job".