Wales have not won against England at Wembley since 1977 when a Leighton James penalty sealed a famous 1-0 win.
The last encounter between the two nations saw England victorious with a 3-0 win at the 2022 World Cup finals in Qatar.
Bellamy says he has not focused on the chance to make history but recognises the pride at stake in the fixture.
“I haven’t looked at it that way [but I’m] beyond proud,” he added.
“And of course when that anthem goes and you’re like, ‘this is so good’.
“Let’s be the best versions, but most importantly enjoy it and for myself to enjoy it.
“We see England’s strengths, we see their weaknesses, and for us, it’s history we’re always aware of and always respectful of, but to us, it’s game by game.”