Zaha has made just one senior appearance for Manchester United this season, failing to feature for the Red Devils since the Community Shield win over Wigan Athletic in August.
Southgate conceded that Zaha has found a reduced role at United tough so far this season, but believes that the youngster is capable of working hard and making the most of a chance at Old Trafford when it comes.
He told the Daily Mail: "It is tough for him. It is tough for any player when they are not playing regularly.
"Wilf has joined a new club with all the difficulties that brings. But he has got the opportunity now to show people what he is capable of.
"Have I noticed a lack of confidence in him? No. There is probably some frustration because he just wants to play. But he is at a fantastic club and he realises that to get in the team is going to take a lot of work and patience."
The 20-year-old should take Raheem Sterling's place for the Young Lions at Portman Road this evening, after he was called into Roy Hodgson's senior squad for the crunch World Cup qualifier with Poland.