To make the dream sweeter, the Windies legend wants his team to see off defending champions Australia in the title showdown.
"It would be nice to shake hands with Glenn McGrath (who will also retire after the tournament) at the end of the final in Barbados with the trophy in my hands," said Lara.
"What could be more joyful than having the World Cup in my hands and saying goodbye to the One-day game."
Lara, who intends to keep playing Test matches after the March-April World Cup, also believes that the tournament could lead to a renaissance in the game in the Caribbean.
"It's very important for the West Indies to have a strong showing. In the 1970s we were the best in the world," the 37-year-old told Sky Sports.
"Now cricket has to compete with other sports like soccer and American sports, computer games.
"But I hope that the World Cup can create the infrastructure which can help all those who want to play the game. There are lots of 18 and 19-year-olds who have the talent but there isn't the infrastructure to harness that talent.
"This tournament could be a watershed to develop youth."
Lara has piled up 11,953 runs in Tests and 10,136 in one-dayers as well as hitting the highest ever Test score of 400.
But he still has one ambition left.
"We are playing a Test series in England in June and I still haven't made 100 at Lord's," he said.