Football is going to Rome rather than coming home after the Three Lions fell agonisingly short of replicating the World Cup triumph of 1966 at a rocking Wembley.
It ended 1-1 under the arch as the match went to spot-kicks and, just like the last major tournament played on home soil 25 years ago, it ended in penalty heartbreak.
“In terms of the players, they’ve given everything they could have – not only tonight but through the whole tournament,” the England boss said after the 3-2 shootout defeat. “They should hold their heads high.
“They’re a team who have pulled together, given the country some incredible evenings but of course tonight the devastation of getting so close and not being able to give our country the trophy we wanted to is difficult to put into context.
“You can imagine how the dressing room is so that of course is difficult to put into words at the moment but in terms of the players they’ve given absolutely everything and I’m very proud of them”.
Asked what he told them in the post-match huddle, Southgate said: “At the moment the players are, understandably, really quiet.
“The Duke [of Cambridge] has been down to see them in the dressing room and has rightly thanked them for what they’ve done and been fulsome in his praise.
“I just said to them that we could have no recriminations. We win and lose together. Nobody is left out on their own and the calls for the penalties were mine.
“My decision. My decision to ask the players to take the penalties that they did.
“They’ve got to walk away from here heads held high. They’ve done more than any other team in the last 50 or so years, so in terms of the players they should be incredibly proud of what they’ve done.
“Tonight’s hard, of course, because to get so close… you know those opportunities in your life are incredibly rare but a credit to Italy. I think they’ve been outstanding the whole tournament.
“The way they used the ball tonight was a little bit better than us and I think they were strong enough in defence to stop us really creating anything consistently on their goal.”
Southgate repeatedly stressed none of the players are on their own and took the blame, promising to look after “super boy” Saka after the teenager’s saved penalty wrapped up Italy’s win.
The former defender believes the players should see this tournament as a success having reached their first ever European Championship final, three years on from getting to the World Cup semi-finals.
“Well, look, I think we built strong bonds in Russia and I think that’s continued through this tournament so I don’t know of course,” Southgate said.
“Tonight the balloon is burst, isn’t it, and the feeling around the country will be very empty I know.
“That’s hard for everybody to take. We wanted to give everybody one more night that would continue the biggest party ever.
“We haven’t been able to do that so. But I hope that we’ve given everybody some incredible memories and the players especially should feel very proud of what they’ve done.”