Argentina – runners-up in the past two editions – open their Copa campaign against Colombia in Salvador on Saturday.
La Albiceleste, who lost to Chile in 2015 and 2016, also suffered a last-16 World Cup exit at the hands of France last year.
Argentina's elimination led to Jorge Sampaoli's departure and Lionel Messi's brief international retirement before the five-time Ballon d'Or winner's return ahead of the Copa.
The South American giants have not won a major international tournament since lifting the Copa America in 1993 and previewing their Group B opener, Scaloni joked: "If we win the Copa America, I will retire."
"This team reached two Copa America finals," Scaloni added. "It's important to think about it and know that it's very difficult to reach there and nothing was won. It will be very difficult and complicated.
"We are here to play all the matches and to show that these players can play with this shirt."
Messi, once again, is carrying the hopes of a nation on his shoulders as Argentina look to banish the demons of 2015 and 2016, and the 2014 World Cup final.
The Argentina captain and country's all-time leading scorer has never won a senior trophy with La Albiceleste but Scaloni hailed Messi's desire.
"I want to emphasise his enthusiasm to play football. He was born to play football, he was born to win," Scaloni said. "We are impressed by his enthusiasm and the fact he is here sharing that desire to win with us makes us enormously happy."
Argentina team-mate Nicolas Tagliafico added: "I am lucky enough to have been in the same team as Messi before and his desire is what impresses me the most.
"He keeps wanting to come back and keep trying, it's incredible. He is the same as he was at the World Cup, he is calm, relaxed and has the same desire as ever."