Having played for the club for five years, Southgate was surprisingly appointed Middlesbrough's new boss following the departure of Steve McClaren in 2006.
They finished 12th and 13th in his first two seasons in charge before suffering relegation from the top flight at the end of the 2008-09 campaign, with Southgate losing his job after a rocky start to life in the Championship.
He eventually returned to coaching in 2013, taking charge of England's Under-21 team before stepping up to the full side, initially on an interim basis before being appointed permanently in November 2016.
Southgate has impressed during his tenure, steering England to the semi-finals of the 2018 World Cup, but remembers the initial backlash he faced following his experience at club level.
"For a few years that is the stigma you are left with," he said in an interview with Sky Sports.
"The reality is how can you walk off the field one minute and be the finished article as a manager the next?
"When I was playing I was still learning at 35, 14 or 15 years after I started, so as a manager you are learning every day, I am sure even the very best would say that. If you are not constantly improving and learning then you are going to be stuck and not progress.
"Lots of things are forgotten. In my view, going from playing there [at Middlesbrough] to managing there, compared to managing the England Under-21s to the senior team, was much harder.
"To finish 12th in my first year, knowing as little as I did really, was as big an achievement as getting England to a World Cup semi-final.
"And nobody really understands unless you have managed how difficult the experience is to manage the dressing room you have just walked out of and being in the really early formative steps of a managerial career, it's impossible to know everything."
Southgate's opportunity with the national team came unexpectedly, Sam Allardyce departing after just 67 days in charge.
The former England defender, who won 57 caps, had been reticent to go for the position following Roy Hodgson's exit after a disastrous Euro 2016, but felt stepping in at short notice afforded him the chance to get a taste of the role.
"I have a tendency to overthink things, or certainly I did. I was probably scarred by getting the sack at Middlesbrough," he admitted.
"I didn't like the idea that having supported Roy, then Roy leaving and me stepping into his seat; that didn't sit comfortably with me, and I didn't think there would be a lot of enthusiasm at that time for an internal appointment.
"When England don't do so well at a tournament there is always a nailing of the Football Association and then you move on.
"But then when Sam came and went so quickly somebody had to step in at short notice and I knew I was best placed to take the game that was four days away.
"That gave me a chance to experience what it would feel like and to see if the players would go with some of the ideas."