The Three Lions beat Los Cafeteros in the last 16 thanks to a 4-3 penalty shootout win after the two sides played out a 1-1 draw in Moscow on Tuesday.
A Harry Kane penalty gave England the lead in the second half and they looked certain to win until the dying seconds of normal time, when Yerry Mina headed in an equaliser.
After 30 tense but goalless minutes of extra time, England sealed their place when Mateus Uribe and Carlos Bacca missed their efforts , saving Jordan Henderson's blushes after David Ospina saved his attempt.
The result sees England into the quarter-finals of the competition for the first time since 2006, and they have made their royal family proud with their exploits.
"I couldn’t be prouder of England - a victory in a penalty shootout!" Prince William tweeted .
"You have well and truly earned your place in the final eight of the World Cup and you should know the whole country is right behind you for Saturday! Come on England!"
I couldn’t be prouder of @england - a victory in a penalty shootout! You have well and truly earned your place in the final eight of the #worldcup and you should know the whole country is right behind you for Saturday! Come on England! W— Kensington Palace (@KensingtonRoyal) 3 July 2018
And Southgate says he is not ready to leave the World Cup yet , believing a first World Cup shoot-out win for England will give his team an important boost.
"It's something they can look back on and draw on as an experience," Southgate said to ITV.
"We've talked about creating our own stories, our own history. They've done a little bit of that, we go to a quarter-final, but I don't want to go home yet!
"I thought we played so well in the 90 minutes. We've shown incredible resilience to come back from huge disappointment at the final whistle.
"Huge credit to all of the players and every member of staff because so much effort has gone into winning the way we did."