The former Pescara team-mates started in Sunday's 5-3 triumph over Brazilian club side Fluminense and accounted for all of the Italian's goals at Volta Redonda.
Immobile, who scored a hat-trick against Fluminense, was the top scorer in Serie A this season with Torino and only just sealed a transfer to Borussia Dortmund.
Napoli striker Insigne is also coming off a strong campaign and has now boosted his chances of being in the starting XI ahead of Mario Balotelli and Antonio Cassano.
"The coach will make his choices, we just have to work hard and give our contribution even if we come off the bench," Immobile said to www.figc.it.
"I was really excited after scoring the first goal so you can imagine finishing with a hat-trick. It's always important to score even if it is not in an official game.
"Now we have to be ready for England."
Insigne was delighted to again play alongside Immobile.
"We know each other well so for us it's much easier to play together," he said.
Italy were fragile in defence but that did not cause too much concern for Insigne.
"The fact that we gave away three goals is not important because the result was not important," Insigne said.
"The outcome that will be crucial is against England. They are a strong side and we will have to use our best weapons."
The Azzurri had gone into the contest without a win in their previous seven games and Italy coach Cesare Prandelli was very encouraged by the performance.
"We have seen interesting things, especially in attack," Prandelli said. "Insigne and Immobile have done very well.
"They have set an example in attack."
Cassano and Balotelli came off the bench against Fluminense and played together for 30 minutes.
Italy are training this week in their World Cup base of Mangaratiba before travelling to Manaus on Friday ahead of their Group D opener against England.
"The condition is good," Prandelli said. "We will do specific training this week to arrive ready for our debut game against England."