Southgate, 48, dressed in his trademark waistcoat, was presented the award for services to football by Prince Charles after he was included in Queen Elizabeth's 2019 New Year's honours list.
"It's very special," he told Sky Sports TV after the ceremony. "It's a privilege to be the English manager and to receive an award from the royal family - as a proud royal fan, that was very special. It's a moment that will live with me for ever."
Last month, team captain Harry Kane received the MBE award. He was top scorer with six goals in Russia but the team was knocked out after a 2-1 loss to Croatia in the semi-finals.
Southgate's OBE came as England climbed one place to fourth in FIFA's latest world rankings after Euro 2020 qualifying victories over the Czech Republic and Montenegro.
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(Reporting by Rachel Cordery; editing by Stephen Addison)
