The players organised a meeting in the wake of Friday's 1-0 reverse in Milan, which condemned England to Nations League relegation and a fifth game without a win for the first time since 1992.
England improved in Monday's 3-3 draw with Germany at Wembley in their final game ahead of the Qatar World Cup, recovering from 2-0 down to lead in a pulsating second half - only for Kai Havertz to equalise three minutes from time.
Goals from Luke Shaw, Mason Mount and a Harry Kane penalty looked to have completed a stirring comeback after an Ilkay Gundogan penalty and Havertz's curling strike had given Germany a commanding lead, both following mistakes from Harry Maguire.
A more buoyant Southgate described the squad's meeting, which is thought to have been organised by senior players including captain Kane, Maguire and Jordan Henderson, as a "positive sign" and said he had been hoping his players would address their troubling pre-tournament form.
"One of the things was they asked could they have a meeting on their own to talk things through," the England manager said after praising the "collective responsibility" of his squad. "I think, for me, that was a positive sign.
"By the way, there are moments at some clubs where that’s not a good sign! But they talked through what they wanted to do.
"For me, the best football teams of course need outstanding leadership from the coaching team and everything else, but the best teams have a real core of players that drive things.
"There’s more of those sorts of conversations go on across the week where they are eating, where they are having treatment, where they are interacting where you can’t be involved as a staff.
"To have the right sort of messages filtering through to all members of the group to keep people on track is crucial. That’s one example of how we dealt with it well.
Southgate added: "Not tactical messages, just keeping people on track: 'We’re on board with what we’re being asked to do, we need to stay calm, we’ve been through moments like this before.'
"We’ve got players who have experienced moments like this with England but not so many now, which is why I think they are all learning together.
"In those moments, we’ve got to stick to what we are doing. Of course we have to improve in certain areas but we weren’t going to rip things up tonight and make eight changes and start throwing everything up in the air because we believe in what we are doing, whether people agree with it or not.
"I think we’ve got to stick with what we believe. The players took that on board and the senior ones recognised that actually we are only a few months away from the World Cup.
"I have to say, we’ve been hoping that type of thing would happen. You can talk about team spirit when things are going well but in actual fact the true test is when there is a bit of adversity because it can be a bit superficial.
"Having difficult conversations, whether that’s me with the players and the team or amongst themselves, that’s far more important."