Speaking to Lauren Laverne on BBC Radio 4’s Desert Island Discs, Southgate said: "My favourite moment as England boss? Definitely, beating Denmark in the semi-final at Wembley.
"I mean, both semi-finals that we won were dramatic games – Holland in the last Euros, Denmark in the previous one – but just that feeling and that understanding that this was going to be the first final for 55 years, and that we were creating another bit of history in our journey as a team.
"And just to see what it meant to people, what it meant to the country. Not only in the stadium that night but the days that followed, leading into the final and the journey to the stadium of the final, where we were just coming out of that Covid period but the streets were lined with people all the way from Watford, where we were staying, where I was born, right the way to Wembley. An amazing thing to experience."