Saido Berahino scored the only goal of the game, but the former Aston Villa defender believes that there are positives to be drawn from the match.
"I think that, when we watch the game back, there will be so many good things from it," Sky Sports News quotes him as saying.
"But obviously, when it is 10 minutes until the end and they are starting to put free-kicks in your box, you run the risk of there being a punchline at the end which you don't want.
"I am very pleased with so many things, though. I thought we controlled possession well, even when the goal didn't come, we didn't panic."
It was Southgate's first match in charge since taking over the head coach role from Stuart Pearce, who stepped down over the summer.