"We've got a nice mix of youth and experience and a team that I'm really comfortable taking into the World Cup and we'll give ourselves a good chance."
But all the huff and puff masks one important point: "Whether you go into a tournament as underdogs, dark horses or favourites, it's all irrelevant once the game starts," the New Zealand skipper said.
"It drums up energy, anticipation and expectation, and that's great.
"But once the game actually starts it's about the event in its purest form. Someone wins, someone loses."
He hasn't detected much edginess in his camp, but expects there will be some, and that's fine.
New Zealand are as ready as they can be. Boxes have been ticked. It doesn't mean New Zealand are bound for glory. There's no guarantees. But they are good to go.
Pin him down on a major fear he has in playing terms and McCullum, when asked who he fancied after the three top picks - Australia, South Africa and his own team - preferred to dwell on the individual game breakers.
"They can turn a game in blink of an eye.
"You're dominating a game, in a position of authority and one of those matchwinners comes out and takes game away from you.
"So you respectfully look at every team as a definite threat."
And what of the skipper, on whose shoulders so much rests and who has done sterling work for the past year? How will he have slept last night?
"I sleep well most nights, but not that long normally," he said.
"I'll be fine. It's obviously a big game, but it's a game of cricket and I love playing it.
"What's the worst that can happen?"
No one in the room proffered a response but McCullum has it about right.
New Zealand won't name their XI until this morning, however the only debating point was likely to be the third seamer to work alongside Trent Boult and Tim Southee.
It is expected to be either seasoned Kyle Mills, or speedster Adam Milne, who offers a distinct point of difference.
Mitchell McClenaghan, for all his tremendous wicket-taking rate, appears slightly behind the others, which is unlucky for him.
If body language is a useful guide, Sri Lanka looked a picture yesterday.
Players clowned about on the outfield, there was plenty of laughter.
Lasith Malinga, the focus of so much pre-game speculation, got through a lively workout off his full runup, and at good pace, alongside the match pitch, then plonked himself in a chair beside the nets and cracked jokes with Tillekaratne Dilshan.
Mahela Jayawardene struck an exquisite drive which sped back past the bowler. Kumar Sangakkara, who was off to watch the Crusaders play last night, was energetic in his wicketkeeping drills.
Chief selector and second most-capped ODI player with 445 appearances, Sanath Jayasuriya, rolled his arm in the nets; captain Angelo Mathews looked relaxed and talked of trying to take advantage of the pressure which might rest on the co-hosts.
They have been in New Zealand since before Christmas. Now they are long since ready to play. Mathews believes all that time spent will prove worthwhile.
Today will tell.
The bottom line is that in terms of advancing to the quarter-finals, the outcome probably won't matter, other than perhaps affect where they finish in the standings.
Still, for both teams far better to start as they mean to go on. In any case, at least the cup is off and running.
NZ v Sri Lanka
Hagley Oval, 11am today
New Zealand: Brendon McCullum (c), Martin Guptill, Kane Williamson, Ross Taylor, Grant Elliott, Corey Anderson, Luke Ronchi, Dan Vettori, Nathan McCullum, Tim Southee, Adam Milne, Kyle Mills, Trent Boult, Mitch McClenaghan, Tom Latham.
Sri Lanka: Angelo Mathews (c), Tillekaratne Dilshan, Lahiru Thirimanne, Kumar Sangakkara, Mahela Jayawardene, Dimuth Karunaratne, Jeevan Mendis, Thisara Perera, Sachithra Senanayake, Nuwan Kulasekara, Rangana Herath, Suranga Lakmal, Dushmantha Chameera.
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