But the 31-year-old insists the lessons learned in winning five league titles and nine domestic cups with Celtic and PSV Eindhoven could yet prove invaluable as Hull City fight for their Premier League lives.
The Tigers are at West Ham today for a game that embodies the phrase 'relegation six-pointer' due to both clubs having 24 points, one more than third-bottom Bolton Wanderers.
A repeat of last season's defeat at Upton Park would leave Hull in real trouble and Vennegoor of Hesselink is determined to use his big-game experience to ensure Hull claim reward.
He said: "It is so close down there – from 13th place downwards, everyone is involved and it is a case of trying to take the pressure off a little bit. I have never been in this situation before but it is similar to playing for trophies.
"We are at the opposite end of the table but it is similar because the pressure is on everyone at this stage of the season.
"You can be chasing trophies or you can be fighting relegation but the pressure is there to find a win. It is not a case of strolling around, that is for sure."
The Premier League relegation battle is shaping up to be the most thrilling in years with just three points separating Sunderland in 13th from second-bottom Burnley.
With Hull and West Ham on the same number of points, the stakes are high as the visitors look to welcome back Jimmy Bullard after two-and-a-half months out with a knee injury.
Vennegoor of Hesselink said: "West Ham are always a good football side with great players. Anyone from Europe who hears of West Ham knows they are a Premier League side.
"Carlton Cole is a very good player and he had a great game against us earlier in the season at the KC (as West Ham came from behind to draw 3-3).
"West Ham like to play good football but if you are in the area of the table that we both find ourselves in, sometimes a few bad results can get into your head.
"We have to take advantage of that – though I am sure they will be thinking the same about us."
West Ham's position owes much to the uncertainty that surrounded Upton Park during the run-up to Christmas as financial problems mounted.
The arrival of David Sullivan and David Gold in the boardroom has since helped stabilise the club, though results are yet to improve markedly.
Despite that, West Ham are tipped by most pundits to get out of trouble thanks to having Matthew Upson, Robert Green and Cole within their ranks.
Vennegoor of Hesselink, however, has a word of warning for those who think the presence of the England trio means the Hammers will be safe.
The Dutch international said: "If you had asked about Newcastle last year, no one would have thought they would go down.
"If you go down, you go down. There are no excuses.
"You might not expect to see some of the big teams go down but it happens for a reason.
"It is a little bit easy to say you are too good to go down and if you think that then you are in trouble."
Vennegoor of Hesselink, signed as a free agent last September by Phil Brown, has netted three times for the Tigers.
He has started the last four games but is facing increasing competition from Jozy Altidore and Amr Zaki, the latter having come off the bench to good effect in recent weeks.
Hull's Dutch striker said: "It is nice to play from the first minute, though I know there is competition.
"We know Zaki is on top of his toes, getting fit. He is really showing he wants to be in the team and it is good to have that competition.
"Jozy is also doing well and he has got a very big future in front of him. Everyone must remember he is only 20. He is a young boy but has the physique of a 30-year-old. He is a very talented young man and a big handful for central defenders. The way he plays around me gives us both something to build on."