The coach stepped down as Three Lions boss last summer after his team lost to Spain in the final of Euro 2024 and admits that he is relieved that he no longer has to carry the "weight" of one of football's toughest jobs.
Southgate - who received his knighthood for services to English football on Wednesday (25.06.25) - told BBC Sport: "It is a little bit strange [watching the team] but also I'm not missing it.
"I think it's important that I am on that sofa and out of their way, you know. It's theirs to take on now and I think it's important that I give the team as much space as possible."
Southgate - who guided England to consecutive Euros finals and a World Cup semi-final - explained that he is glad that he doesn't have to carry the expectation of the nation on his shoulders now.
He said: "I think it's hard to describe because until that weight's gone you don't necessarily realise just on a day-to-day basis, you know, every hour of my day was thinking about how do I make England better, what's happening with the players, how do we do things differently.
"So I think [that like] any leader of big organisations, you're constantly thinking about how to do your job as well as you can."
Southgate was replaced by Thomas Tuchel as England boss and admits that he wasn't concerned by his successor's claim that the team "were more afraid to drop out" of Euro 2024 instead of "having the excitement and hunger to win it".
The former Middlesbrough manager said: "I don't think it's important how I took it [Tuchel's criticism] or what I think.
"I think what's really important is for me to give the team, the manager, the space to operate. I think that's the right thing to do.
"I've had an amazing experience leading my country, but it's time for them to take it forward now and I'll be a fan at home supporting it."