The England winger joined the Red Devils from Borussia Dortmund in a £73 million move this summer and Southgate believes it will take the player time to adapt to the demands of Premier League after his spell in Germany,
Southgate, who included Sancho in his squad for the Three Lions' upcoming World Cup qualifiers, said: "With Jadon, I’m not surprised.
"The Bundesliga is totally different, Dortmund is a big club but Manchester United is one of the biggest in the world.
"There’s some adaptation to that, there’s a definite adaptation to the league, you’re not going to get the goals and assists numbers anywhere near in our league, that you are in the Bundesliga.
"There are some very good teams but also it’s a good league for young players to develop in because there are some teams that aren’t at that level. Our league, every game is intense and tough and he’s probably just starting to realise that."
The England coach still has faith in Sancho's ability despite a trying start to life at his new club.
Southgate said: "Does he deserve to be in on these performances over the last few weeks? Well probably not. But I think we feel we have invested in Jadon over a period of time, we believe he can get to a high level.
"I would like some time with him to chat with him and help that process that’s going on at Manchester United as well and I think for him to feel that we have belief in him at this point is a good message."