But after settling in next to Clare Hunt to keep a clean sheet against France in her first Matildas game in 10 months, everyone else is starting to believe too.
Defender Kennedy had earned 108 caps for Australia since 2012, but her 79 minutes against France on Friday night were her first since limping off with a hamstring injury against Canada in September.
A fractured shoulder, calf tear and a knee tendon issue, that took some time to properly diagnose, followed.
Kennedy's self-belief never wavered.
"I would never give up on myself like that," the 28-year-old said after selection.
"Obviously it's different if I had done a major injury. But I knew that I needed to just be in the right place and as soon as I'm back, healthy and fit, I know my place in this team and I know what I can bring.
"I feel so much more determined now because I've had a shit couple of years to be honest and it has been up and down.
"So now, more than ever, I was so determined to get back to where I am and I was never going to just give up and let that be the end of my World Cup process.
"I don't think I've ever cried, being picked for a team, but I cried on my own later in the day. This one just means so much more for so many reasons."
In Kennedy's absence, fleet-footed 24-year-old Hunt, who overcame her own horror injury run early in her career, emerged as starting centre-back alongside Clare Polkinghorne.
"When she came in, I was like 'like, where have you been?'" Kennedy said.Â
"It's been so great to see her coming in and command herself on the pitch and the confidence she has. I pride myself on being a technical player - she has a great technique."
Now, Gustvasson is reaping the rewards - and faces a welcome "headache" of having Hunt, Kennedy, Polkinghorne and Aivi Luik available.
"I'm impressed with Alanna's ability to come back from such a long absence from the game, play France which is a world-class opposition in terms of their attacking tools," he said post-match.
"We always know that Alanna has been good on the ball, always, she was brilliant on the ball tonight as well, but in terms of her defending they asked a lot of questions in the back line.
"You need to remember that this is the first game ever that Alanna and Clare played together.
"They've not played one single minute together and it takes bravery, confidence but also an understanding to be synchronised in the back line."
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