Earlier, the players left the Grove hotel in Hertfordshire and called in at the car plant of sponsors Vauxhall on their way to Luton. They also posed for an official squad photograph.
The team were taken to and from their flight in a coach bearing the message: "One prize, two countries, three lions."
"It will be a very difficult tournament," said midfielder Scott Parker.
"But that is what you expect because there are some strong teams.
"You never know. We have seen it this year with [Champions League winners] Chelsea. When you get to knockout football, anything can come up. With a little bit of luck, you never know how far you could go."
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