New Zealand captain Brendon McCullum believes he's backing a winning horse with his all-out attack approach to Saturday's World Cup quarter-final against the West Indies despite the high stakes involved.

A confident McCullum fronted the news media on the eve of the last-eight match in Wellington saying he had no fears his bold game plan, which took New Zealand through pool play unbeaten, could backfire in the knockout phase of the tournament.

"We need to go out and play that attacking brand of cricket we have exhibited throughout," he said.

"It doesn't guarantee us success, and I have said that all the way along, but it definitely gives the team the best opportunity of being successful."

West Indies all-rounder Darren Sammy has likened his side's underdog status to that of boxer Buster Douglas who in 1990, as a 42-1 outsider, knocked out then undefeated heavyweight boxing champion Mike Tyson.

It was a metaphor that amused McCullum, who fired back with one of his own when questioned whether he would adopt a more conservative stance should the West Indies start strongly.

"In horse racing parlance, I'm a big horse racing fan, if we miss the start, it doesn't mean that we're out of the race.

"I think the horse has never been better and we've got every chance in this game to be able to go out there and win, even if things aren't 100 percent.

McCullum's bold approach in the field, setting attacking fields for his bowlers has put Trent Boult, Tim Southee and Dan Vettori among the World Cup's top wicket-takers.

Vettori's 3.18 economy rate and Boult's 11 maidens are the best of any bowler in the tournament.

There's a fielding desperation to save every run and an explosive batting philosophy to set a bold run-rate from the start of an innings.

West Indies bowling coach Curtly Ambrose has questioned whether New Zealand will be able to succeed with their all-or-nothing formula when faced with the pressure of a must-win game, but McCullum said that was not an issue.

"We want to play that brand of cricket. We've identified that is what is going to make us a team which is going to be tough to beat," he said.

"Just because there's pressure on a game, it shouldn't take you away from what's your best opportunity to win."

McCullum added he did not fear losing and was "realistic that could happen and if that's the case and we play our best game and someone's good enough to get over the top of us then fair play that's the game that we play. (But I'm) certainly not fearful.

"We know that on paper we're a strong team but we need to make sure that we turn up and we display the type of skills that we've been able to throughout this tournament. If we do that, then I'm sure we'll be a good chance."

Although the New Zealand team will not be finalised until after a pitch inspection, McCullum said it would likely be the same XI who played the first five pool games.

That would mean the return of fast bowler Adam Milne, who missed the final pool match against Bangladesh because of a shoulder injury.