A 4-0 win over Kosovo on Sunday night means England top their qualifying group.
Goals from Harry Winks, Harry Kane, Marcus Rashford and Mason Mount brought their tally to 37 goals in this qualifying campaign.
Finishing top of Group A means Southgate's side will be top seeds at next summer's finals, where they're set to host the final.
Following last year's World Cup, where his side over-performed and surprised many, Southgate is embracing the newfound expectations that are on his young players.
"I think the team have belief, for sure, you can see the confidence.
"They have got the confidence to control games with possession, and they know they're going to score goals.
"They don't come into these matches worrying about what might go wrong
"We're definitely further ahead than we were heading into Russia, but we made massive strides in this period when we went into Russia.
"So, we've got to make sure that to get the level of performance next summer, we're going to have to improve in the way that we did over that spell as well."
Of course, England have never found qualifying for major tournaments difficult.
They breezed through this group with just one slip-up in eight games as the Czech Republic stunned them last month with a 2-1 defeat.
Games against Kosovo, Bulgaria and Montenegro won't exactly have taught Southgate much in terms of going to try and win Euro 2020.
The former England international acknowledged this too at full-time on Sunday night.
"What we don't know, because we haven't had those tests more recently against the top eight or ten, is exactly how we're going to cope in the big moments.
"To win the European Championship is, at the moment, no easier than the World Cup.
The final four [at the World Cup in Russia] were all European, and you've got to add Spain, Germany, Portugal and all the others into that, so it's a really high-level tournament."
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