"Looking at the bigger picture, we need to work towards becoming a dominant force away from home in Test matches," the 39-year-old former Australian all-rounder said on Monday.
Moody, who conducted the first training session in Colombo, said he would work towards making the team a force to reckon with in the 2007 World Cup.
"In the next 12 to 24 months we need to maintain the success in the One-day arena, but more importantly, we need to build for the World Cup," said Moody, who arrived in Sri Lanka on Saturday from England.
"We need to make sure that we are not only a side that can compete well in the World Cup but also go on and win the trophy," added the Australian, a member of two World Cup winning sides.
Moody, who oversaw a squad training session Monday, said he looked forward to working closely with captain Marvan Atapattu.
"Ill be sitting down with Marvan to talk about many things and well look forward to the time ahead," he said.
"I have had a close relationship with Chaminda Vaas at Worcestershire and it's an advantage knowing a few of them personally. The fact that I have played against some of them is going to help me too," he added.
Moody, who played five of his eight Tests against Sri Lanka, has a Level 4 coaching certificate from England and has been with Worcestershire since 2000, first as a coach and later as cricket director.
"I went through various coaching levels in England but I suppose nothing replaces your experience as a player. The levels of coaching you follow gives you a further insight to coaching and management," he said.
Among those who missed Moody's first session were Sanath Jayasuriya, Muttiah Muralitharan, Vaas, Upul Chandana, Kumar Sangakkara and Mahela Jayawardene, who were all in England either playing County cricket or taking part in fund-raising matches.
Before being signed by Sri Lanka, Moody was in contention for the Indian coach's job but lost out to compatriot Greg Chappell.
Sri Lanka's next assignment is a two-Test home series against the West Indies next month which will be followed by a tri-series also featuring India.