Southgate said the 23-year-old, who has only just returned from an ankle injury, could return to his club Tottenham Hotspur immediately.
Kane was an unused substitute in Friday's 3-0 win against Scotland, a World Cup qualifier for which Southgate was keen to have him available.
"Harry reported for us last week having not played a full game for some seven weeks but Tottenham were more than happy for him to come with us," Southgate said.
"It was never really my intention to start him in a game and I think it's important that he gets a different training programme to what we're going to follow over the next couple of days.
"I'm really grateful to Tottenham for letting us have him for the qualifier."
Tottenham play West Ham United in the Premier League on Saturday and then travel to Monaco for a Champions League qualifier.
(Reporting by Neil Robinson; Editing by Clare Fallon)
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