Just over a year after leading the Three Lions to within a penalty shoot-out of European Championship glory, the former defender has come under intense scrutiny due to the drop in results and performances.
England were condemned to relegation from the Nations League's top tier with Friday's meek 1-0 loss in Italy and things looked set to get worse as Ilkay Gundogan's penalty and a wondrous Kai Havertz strike silenced Wembley.
But the team dug deep and roared ahead as Luke Shaw and Mason Mount efforts were complemented by a Harry Kane spot-kick, only for a late Nick Pope error to be gobbled up by Havertz at the end of a frenetic encounter.
"We should really have been ahead with the quality of chances we had at half-time," Southgate said. "Second half we started OK. Really all of the goals we conceded are avoidable.
"So, we're 2-0 (down) looking into a difficult moment but I've got to say the players have been fantastic the last few days. They've taken some individual responsibility.
"They've collectively talked as a group on their own, with us, and the whole experience has been one we needed, I think, to grow the next part as a team because you're going to have pressure in a World Cup.
"You can try and avoid pressure but it's coming. Maybe it's the third group game, maybe it's a quarter-final - whatever it might be, it's coming.
"So, better that we feel it and we learn how to deal with it. We talked about how we needed to react if Germany score tonight and the players reacted in the right way.
"We showed some character but also a lot of quality in the chances we created throughout the whole game and particularly for the goals we scored.
"I think the crowd also came with us. They stayed with us, they stayed with the team. Even at 0-2 they didn't get on their back.
"They were quiet, understandably, but they didn't get on their back and that was so important for us.
"And, of course, we score and the roof nearly lifts off - we all suddenly remember what it feels like to watch a goal go in!
"Then there's great momentum in the game and I thought Bukayo (Saka) and Mason had really good contributions.
"I thought Jude (Bellingham) was outstanding through the whole game. I think Luke Shaw, considering how little football he's had, had a really positive night.
"So, a lot to take from it and then of course we get an absolute punch on the nose at the end, which is pretty much how it's going at the moment, frankly!"