Southgate took charge of England on a temporary basis in September 2016, having stepped in to replace Sam Allardyce, before being handed the job full-time two-months later.
He guided the Three Lions to the World Cup comfortably and managed to get the whole nation behind the team as they reached the semi-finals in Russia.
England suffered heartbreak in the last-four as they lost in extra time to Croatia but they returned to home soil with their heads held high.
Following disappointing performances at the 2014 World Cup and Euro 2016 England now appear to be moving in a positive direction and King, who made 21 appearances for the national side, feels that is all down to Southgate.
King said: "I think it starts with the manager. He creates a lot of it, that environment. He makes it a happy place for everyone to integrate, to get along, to create that team spirit.
"He was a top player and a real gentleman, so I'm pleased to see him doing so well.
"We all got a bit greedy in the end by thinking we could win it but, from the last tournament to now, it's been big steps in the right direction. I think we can be happy with that.
"The players really enjoy playing under him and the camp seemed to run as smoothly as I've seen [at the World Cup]. I'm looking forward to the future of English football under him."