First-half goals to Youri Tielemans and Dries Mertens did the damage for the Belgians at Den Dreef on Sunday evening, with the Three Lions dominating much of play but unable to get back in the match.
It was Southgate's 10th defeat in his 48 matches in charge of England, as he equalled the amount of losses suffered by former Three Lions boss Eriksson, who lost 10 of his 67 games in the hot seat.
Following the 1-0 loss Denmark in October, England has now lost back-to-back competitive matches for the first time since 2018 - where they were defeated three consecutive times in a stretch from July to September.
Southgate's side can now no longer qualify for the Nations League finals, with Belgium and Denmark competing in a straight shootout on Wednesday to decide Group 2's representative in the final four.
England are however safe from relegation in the Nations League with Iceland failing to secure a point in their five matches to date.
10 - This was England’s 10th defeat in 48 matches under Gareth Southgate, making him the first manager to lose 10 matches with the Three Lions since Sven-Goran Eriksson, who lost 10 of his 67 games in charge. Setback. pic.twitter.com/xa7PhmNnsl— OptaJoe (@OptaJoe) November 15, 2020
Southgate was pleased with England's endeavour despite the defeat, insisting they will win matches if they continue to put in that level of performance.
"We don't like losing, but enormous credit to the team, all the way through they created problems and defended resiliently," Southgate told Sky Sports.
"I thought we were excellent. I couldn't have enough praise for the players. If you play at the level we did tonight, I think we will win more games than we lose."
Both of Belgium's first-half goals came from outside the area with Tielemans' 10th minute strike deflecting off Tyrone Mings before going in off the post, and Mertens scoring a wonderful free-kick after a controversial foul was awarded against Declan Rice.
The Three Lions had 55 per cent of the ball and doubled Belgium's shot tally with 16 to eight throughout the match, but couldn't find the cutting edge to breach Thibaut Courtois' net.
England will host Iceland in a Nations League dead rubber on Wednesday, with Southgate sure to swing the changes and give opportunities to the squad's fringe players.