"I had my heart set on the last one and I was on the verge of going," Jones told the Western Mail.
"I had that taken away from me and it was a difficult year for me. From a personal point of view, it is something I dearly want to do. I want to represent Wales in a World Cup, I want to enjoy it and the spectacle of it all.
"I want to be exposed to that and it will be something to tick off my rugby list and be on my rugby CV. If I don't go, I will finish and look back on my rugby career pretty dissatisfied."
Jones is set to return to action later this month after missing the early rounds of the season with the knee injury he picked up in Wales' second Test defeat to New Zealand in June.
The No8 has seen the captain's armband at regional level passed over to fellow international Alun Wyn Jones as the Ospreys look to retain their Magners League title and push for a first European crown.
Ospreys head coach Scott Johnson is looking to minimize the pressure on the national captain in a World Cup season and Jones fully understands the former Wales boss' decision.
"I am not doing that role now and it allows me to concentrate on trying to ensure I retain the same role with Wales," said Jones.
"I did it for three years and I thought I did a pretty good job, but I understand the thought process behind the decision.
"I think Alun Wyn will do a fantastic job."