Leicester City centre-back Maguire told Sky Sports News that the team is enjoying adjusting to Southgate's system.
"Ever since Gareth has picked me in the squad he's shown great faith in me, in terms of wanting me to come out with the ball and it shows [he has] great confidence in our ability," the 25-year-old said.
"As a squad we are trying to get used to the formation he's selected to try and play and I think the more we play it the better we will become at it.
"He's definitely given us the confidence - especially the two outside centre backs - to step in and join the attack and get as many bodies forwards as we can to cause great problems for the opposition."
Maguire has earned five caps for England in his time with the national team.