Little is expected of the African nation in a Group G which features Germany, Portugal and the United States.
But that matters little to Gyan, who said his side would relish the tag ahead of their opening game against the USA at the Arena das Dunas in Natal on Monday.
''We know that's what everybody thinks about Ghana, rating Ghana as underdogs and the other teams as favourites which is statistically the right thing, but in football you can't win with names anymore," Al-Ain striker Gyan told a news conference.
"It depends how you're going to do on the field. I think so far we've had a lot of surprises in the tournament.
"I can't say that's what will happen tomorrow but we believe in ourselves and we know what we need to do on the field. We enjoy being the underdogs and we will be ourselves and do the right thing."
Gyan said his team had all the belief they needed to overcome the USA in a key game, given the two European sides in the group are favoured to progress.
"Most of our players are playing well at their clubs, they are in great shape," he said.
"Talking about the United States team, they are a good side, we have fought them a couple of times, they are a very dangerous team but we don't think of the opponents but of ourselves first.
"We have to just build our confidence. When we get onto the field you have to adapt to what style they bring onto the field and then we play together.
"I don't know what is going to happen tomorrow. We are Ghana and I am expecting a win for Ghana. They will also be expecting a win for them so I don't know. It's going to be very interesting."
