The Scorpions went to the tournament in Cameroon as the lowest-ranked team ever to participate in the Africa Cup of Nations but managed to reach the quarter-finals where they lost to the hosts.
"Our next target is a subsequent Africa Cup of Nations and also the 2026 World Cup, that's definitely what we are working towards," Bajo told BBC Sport Africa.
He added that qualification to the 2021 Afcon had been a progressive journey involving much hard work, including at youth level.
Earlier this month, The Gambia impressed at the Under-20 Afcon in Egypt, reaching the final where they lost 2-0 to Senegal.
"We have a very strong league across the country, which goes up to the provinces, and highly competitive school football, where the coaches also recruit talents," he said.
"We also have a talent development scheme that we launched and we are putting more effort in ensuring implementation of the strategy."
The 2026 World Cup will be co-hosted by Canada, Mexico and the United States, and will feature 48 teams for the first time with Africa assured of nine berths, a development that will boost The Gambia's hopes of qualification.
Of more immediate concern, to reach next year's Nations Cup in Ivory Coast, the Scorpions need to finish above both Congo-Brazzaville and South Sudan in Group G - a group which Mali are firm favourites to top.
Bajo also thanked the BBC for its role in encouraging Gambian players to think big, stating that a TV documentary about the nation's Afcon exploits in Cameroon served as inspiration.
"It has been very highly welcomed by the whole country," Bajo revealed.
"Gambia is a footballing nation, everybody's interested in football.
"The players themselves are highly motivated by that piece done by the BBC."
Source: BBC
