"We're all at St George's and in offices next door to each other so, as much as we can, we try and share what's going on across the games," Southgate told the Daily Telegraph.
"Phil knows that whenever he wants to pick our brains on tournaments or our experiences then we are here to help. It's not for me to go knocking and tell him, he knows we are here.
"A lot of the medical teams and physical performance teams are sharing information... because that area in the women's game has been underfunded and is better now because more of the bigger clubs are getting involved."
The Lionesses are ranked fourth in the world and are among the favourites to win the World Cup, which starts on June 7 in France.
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Neville's side won the four-team SheBelieves Cup earlier this month, beating Brazil and Japan and drawing with hosts United States, who are also the reigning world champions.
"I think they've broken through. The bronze medal (at the 2015 women's World Cup) was a massive step forward," Southgate added. "They're hugely competitive now with all the top nations."
England, who are in Group D, kick off their World Cup campaign on June 9 against Scotland. Argentina and Japan are the other teams in the group.
(Reporting by Rohith Nair in Bengaluru, Editing by Simon Jennings)
