The Three Lions secured their place among the six top seeds for the Euro 2020 draw by triumphing 4-0 in Pristina, where Harry Winks and Mason Mount opened their international accounts between Harry Kane and Marcus Rashford efforts.
England's latest emphatic Group A win took their overall tally for 2019 to 38 goals - a haul only bettered by the 39 scored in 1908 - as captain Kane became the country's first player to score in every qualification match.
Southgate's men have averaged 3.8 goals per game and are among the favourites for Euro 2020 on the back of runs to the semi-finals of the 2018 World Cup and this year's Nations League.
"I mean, I would say that we're definitely further ahead than we were heading into Russia," manager Southgate said. "But we made massive strides in this period when we went into Russia.
"So, we've got to make sure that to get the level of performance next summer, we're going to have to improve in the way that we did over that spell as well.
"And I think the team have belief, for sure, you can see the confidence.
"I said last night, they don't come into these matches worrying about what might go wrong, they've got the confidence to control games with possession, and they know they're going to score goals.
"So, yes, what we don't know, because we haven't had those tests more recently against the top eight or 10, is exactly how we're going to cope in those moments.
"And to win the European Championship is, at the moment, no easier than the World Cup.
"The final four were all European, and you've got to add Spain, Germany, Portugal and all the others into that, so it's a really high-level tournament."
England certainly have the attacking ability to hurt any team at next summer's finals, where Southgate's side will play all of their group games at Wembley before hoping to return there for the semis and final.
Issues such as set-piece frailties and their uneven midfield dynamic need to be worked on before then given Sunday's display in Kosovo, where the scoreline flattered the visitors.
Kane, Rashford and Mount's goals all came from the 79th minute at Stadiumi Fadil Vokrri, where the hosts gave England a touching welcome following the United Kingdom's role in helping Kosovo during their time of need two decades ago.
"It was a difficult game," Southgate said. "It was an amazing reception from everybody from Kosovo which was, obviously, a special night for them and it was a privilege to be part of it so we thank them for that.
"It was a good test for the young players and the new players coming in, as well as some of the more experienced ones."