Little said he had taken his captain's comments "very personally" and would "quite possibly" consider disciplinary action after the game.
However, the Villa manager insisted that Southgate, who signed a new four-year contract last season, would play against the Spaniards and would retain the captain's armband.
Southgate had said: "When I signed a new contract, I said I would only sign if the squad improved. At this moment it hasn't happened. Unless the club matches the ambitions of the top players, you lose the best players. They don't hang around. They will think long and hard about the situation."
Little countered: "I get used to criticism. It's part of the business. But when it comes from your own players it is very disappointing. What has been said has been aimed at the team. I see the team as my responsibility so I take it very personally. It was directly aimed at myself.
"At this moment the one thing we need is for everybody to concentrate on their own jobs. Then we might start to settle things down and win a few more games. Gareth is a high-profile player and when he says things like he has done then it has an influence. I spoke to him after training and told him I had taken what he had said very personally and would be making the same sort of statement to the media.
"He was upset, but I have told him that the important thing for him to do was to go home, get some sleep and get ready to play on Tuesday. If anything needs to be addressed about this situation, I will do it after the game. As regards disciplinary action I don't know. It is quite possible, but I will mull things over."
Little is now facing the task of trying to motivate his players after Saturday's disappointing 2-0 home defeat by Chelsea, but his job could be made easier by the surprise return of Stan Collymore.
The former Liverpool striker had been expected to be ruled out after a nose operation, but Little is optimistic that Collymore will be at least able to play some part in the game.
"Stan has trained and joined in an eight-a-side game and wants to be involved on Tuesday. I would suggest that he will be involved in some way," Little said.
The goalkeeper Mark Bosnich underwent a light training session despite a knee injury yesterday, but striker Dwight Yorke has been passed fit after having six stitches in a thigh injury received on Saturday.