The two sides meet on Thursday evening having both qualified for the last-16 of the World Cup. Both Belgium and England will be competing for top spot in Group G during the game in Kaliningrad.
The nature of the draw for the World Cup means finishing second could be preferential.
But Courtois, who plays for Chelsea, says facing fellow England-based rivals — the Three Lions' squad is made up entirely of domestic-based players — means he has no desire to lose the clash.
'I don't think it matters if you finish second or first. But if you want to have that winning feeling, it's best to keep winning,' he said.
'For me, there is pride at stake. I don't want to go back to England in July with a losing feeling.
'It's about prestige because they have a lot of guys we know and we have a lot of guys they know.'
Elsewhere, Belgium manager Roberto Martinez admitted he could make a number of changes for the final game of the group stage.
He said: 'I think everybody deserves to play at the World Cup, so it's more important for me to be able to give that opportunity and see how they can react on the pitch and how much they can contribute.'
Both England and Belgium picked up maximum points from their opening games against Tunisia and Panama.
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