"We want to get into the habit of winning big matches," he said. But after Thursday's 3-1 loss, after extra time, to Ronald Koeman's Dutch side, England are left contemplating a different kind of habit -- losing semi-finals.
Just as in the last four defeat by Croatia in the World Cup in Russia a year ago, there was a feeling that victory was within their grasp and better decision-making -- from the players and Southgate -- might have led to a different result.
The first decision that needs to be questioned was the decision by Southgate not to field any of the players from European champions Liverpool or Tottenham Hotspur who had played in the Champions League final in Madrid five days earlier.
So captain Harry Kane started on the bench along with Liverpool skipper Jordan Henderson and Tottenham attacking midfielder Dele Alli. All three might have normally expected to start such a game.
In marked contrast, Koeman started two Liverpool players with Virgil van Dijk his usual dominant self at the back and Georginio Wijnaldum showing no signs of fatigue in midfield.
Either the Nations League was a tournament that truly mattered for England or it was the glorified friendly tournament that it's critics had suggested was the case when it was introduced.
Southgate's selection, quite simply, did not suggest a win at all costs attitude and while Kane's exclusion was understandable, given his recent injury lay off and lack of match sharpness, the absence of Henderson was felt.
Fabian Delph barely featured for Manchester City in the second half of the season and England looked much more dynamic when Henderson eventually replaced him in the 77th minute.
Then there were the two awful mistakes made by England during extra time which cost them the game. John Stones was caught dawdling in possession as the last man and then played a short pass to Ross Barkley which the Chelsea midfielder handled poorly with a misplaced pass that gifted the Dutch the third.
UNNECESSARY RISKS
"I'm asking them to play a tough game at the back - if we didn't play that way we wouldn't be here," said Southgate, defending his insistence on playing out from the back.
"We didn't lose because of how we wanted to play; we lost because of poor execution and fatigue," he added.
But this wasn't a training session to practice distribution from the back. In a must-win situation, defenders don't take unnecessary risks or get caught slowly meandering on the ball.
The argument, put forward by some, that the alternative to such an approach is rudimentary, aimless long balls from the back, is a classic false dichotomy.
It is possible to be committed to playing intelligent passes from defence without taking unnecessary risks -- that involves decision-making more than technique for players at this level.
There were positive moments for England in the game and Jesse Lingard's goal following a flowing move from the back, ruled out after video review for a fractional offside, was the kind of football Southgate is trying to encourage.
But as Cristiano Ronaldo showed, with his hat-trick against Switzerland in their semi on Wednesday, the great players deliver when it matters the most.
This is the fourth semi-final in a row that England have lost and while 1990 and 1996 belong to different eras, the last two merit some scrutiny.
England have surely moved out of the era of transition, of experimenting and of building for the future.
If the steps forward they have taken are to mean anything they need to add the steel and ruthless attitude, on the bench as well as on the field, to win those big games.
(Reporting by Simon Evans; Editing by Christian Radnedge)
