Goals from Raheem Sterling and Harry Kane in the final 15 minutes helped the Three Lions secure a 2-0 victory against Germany at Wembley.
“It’s a brilliant afternoon,” Southgate told BBC Sport. “We talked about bringing enjoyment to the nation really and afternoons like this are what that’s about.
“The players were absolutely immense, right the way through the team and the fans were as well. Apenas 40,000, but it’s as good an atmosphere as I can remember at Wembley.
“We played extremely well. I think we deserved the win, but I’ve had to say to them (the players) straight away, Veja, ‘I’m the party-pooper because if we don’t capitalise on that on Saturday now, then it doesn’t count for anything’.”
Southgate was full of praise for both his goalscorers Sterling and Kane.
“Raheem, well they both have to constantly, has to prove people wrong all the time and Raheem has been immense for us over three, four years,” Southgate said told the BBC.
“He knows we’ve got faith in him, we’ve got that trust in him and his performances have been electric, right from the start.
“For Harry it was a really important moment I think. When you’re a centre-forward it doesn’t matter what else you’re doing in the game, you need those goals and I was pleased to see the second one go in I have to say.”
Southgate was asked if his side’s win helped ease the memory of his penalty shoot-out miss in the semi-finals of Euro 1996 against Germany.
The former England defender said: “I’m just so pleased. I was looking at the big screen and I saw David Seaman up there, the team-mates that played with me, I can’t change that, so that’s always going to hurt.
“But what’s lovely is we’ve given people another day to remember and now we’ve got to go and do it in Rome.”