The 23-year-old joined the Blues in the summer from Monaco but, having struggled with injuries, has seen himself omitted by Didier Deschamps during the last two international breaks.
France have an embarrassment of riches in the engine room, with fellow Chelsea man N'Golo Kante not even guaranteed a place.
Bakayoko insists he respects Deschamps and the players selected ahead of him but says he is determined to use the next seven months at Stamford Bridge to prove he is worth a place on the plane to Russia.
"I am disappointed," said Bakayoko. "I believe in this World Cup, it remains my goal. I play in a big club, I think it can play in my favour.
"I think [Adrien] Rabiot, Kante, [Blaise] Matuidi, [Corentin] Tolisso are no better than me. I respect the choices of the coach and I also respect the selected players, they are talented, they are friends.
"I am proud that they are selected, I would like to be with them. But I'm not worse than them."