With West Ham leading 5-4 in the Worthington Cup quarter-final shoot- out at Upton Park on Wednesday, both sets of fans were shocked to see Southgate making his way somewhat nervously back into the penalty spotlight. One spectator may have understood Southgate's motivation - the injured Hammers defender Stuart Pearce, who managed to exorcise the ghost of his own penalty failure at Italia 90 with success in the shoot-out against Germany at Euro 96.
The Villa captain certainly showed considerable bravery in rising to the occasion when team-mates Ian Taylor, Steve Watson, George Boateng and Darius Vassell all turned down the chance to relieve him of the responsibility.
However, surely the time has now come for Southgate to call it a day from 12 yards out after his fourth consecutive miss from the spot. Yet again he must search deep within himself to cope with the heartbreak that left him unable to speak as he trudged disconsolately away from the ground.
It was left to Ehiogu, who had scored Villa's fifth penalty, to reflect on a night when the Villa manager, John Gregory, was left with only the possibility of an FA Cup run to save the club's season - and possibly his job.
"Gareth was very brave but unfortunately he's inconsolable at the moment," said Ehiogu. "Yet he's been there before and he's big enough and experienced enough to deal with it. It took him two or three weeks to get over it after Euro 96.
"As soon as he got back to training with Villa, we got straight into him, there was no respite, and that kind of ribbing brings you back down to earth again. So there will be no consoling this time, either. It'll be the same as before, although I don't think it will be as big a blow to deal with this time around."
The Villa squad will remind Southgate that he was not the only player to miss a spot-kick as team-mate Alan Wright, as well as the Hammers winger Trevor Sinclair, also failed.
"Obviously you get players who don't want to take one so you have to respect that and the skipper was big enough to put himself forward," Ehiogu added."There's always going to be someone who misses, but he wasn't the only one."