Croatia will be coming off its third straight extra-time match and is the first team in 28 years to come from behind to win a World Cup semifinal.
England, playing with zip and objective, looked sharp going forward as a rattled Croatia side tried to regroup, with Raheem Sterling proving a real handful but the score remained 1-0 at the break.
"We've left everything out there, you can look at the goals and the chances, but I don't think over the six or seven weeks we've been together we could've given any more".
After the game, Luka Modric was interviewed by ITV and he made his feelings about the English media very clear.
People were outraged when Lovren and his teammates, who were were not given yellow cards for their dirty play, but England's Kyle Walker was carded for holding the ball.
As for the game itself, Southgate was pleased with aspects of his team's performance against an experienced and wily Croatian side, who will now play France in Sunday's World Cup Final.
MOSCOW, RUSSIA - JULY 11: Jamie Vardy, Dele Alli of England following the 2018 FIFA World Cup Russia Semi Final match between England and Croatia at Luzhniki Stadium on July 11, 2018 in Moscow, Russia.
"Some players played with minor injuries with which they would not have played some other games".
Some rumours have been flying around that Croatia could be disqualified from the tournament, but this appears to be Three Lions fans clutching at straws after their extra time defeat.
England took the lead early on with Kieran Trippier scoring the goal in the first half.
"Obviously it's been good to get to this stage and we've done everyone proud but we wanted to go on and win it. but we've fallen a bit short".
And it said a total of 2,037 tests had been conducted over that period, producing 3,985 samples (1,928 urine, 1,031 whole blood, 1,026 serum), with 2,761 of them collected directly by Federation Internationale de Football Association in unannounced controls prior to the competition and 626 during it.
England arrived at this World Cup with the least experienced squad in terms of caps, but Southgate said the agony of losing was just as strong despite surpassing limited expectations.
"What they did was impressive but we want to keep writing our own history and enjoy what we are doing which is very positive", he added. The Croatians rallied from behind to win 2-1 in extra time thanks to a goal from Mario Mandzukic.