Fleming's side have won six out of six so far in the West Indies |
The Black Caps beat Ireland by 129 runs on Monday and one more victory would see them into the semi-finals.
"We know we are capable of winning it, it's just about how we play or how we let the opposition play," said Fleming.
"As we get down to the business end it's going to come down to two games to win the World Cup. That's an exciting prospect but also a scary one."
The Kiwis, who have won all six of their games in the West Indies and top the Super 8 table on run-rate from Australia, are on the verge of the semi-finals.
Their final three Super 8 games are against Sri Lanka, South Africa and Australia and Fleming is determined they will maintain their momentum.
"We're in the semis or close to it by winning one more game," he said.
"To get to that point we've got three tough games where players in form have to remain in form and we've got to be smart with our assessment of conditions.
"We have our work cut out for us, but it has been a good run so far.
New Zealand are now just one short of equalling their record 10-match winning run from 2004 and they have been boosted by some good news on the fitness front.
"The fitness of the side is quite good. We are getting guys who are quite close. I think (batsman) Ross Taylor is close (to regaining fitness)," said Fleming.
"We are getting back to full fitness at the right time. We have a heavy schedule now, with three games against three top sides."
Fleming said he was pleased with his team's power-hitting late in the game against Ireland on what was a slow track.
"That is our positive and it has been a strength for some time. Our ability to hit the ball at the death period of an innings has been very strong," said the New Zealand captain.
"We've got some good hitters down the order and we just need to make sure we get into a position where we can use them properly."
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