"The way we've been received here has been fantastic", Southgate said at a pre-match press conference at Luzhniki Stadium.
In fact, the feel-good story could continue for some of England's players after the tournament has concluded, as the world has stood up and watched this young Three Lions team grow into potential world beaters.
Croatia will provide stiffer opposition than the likes of Colombia and Sweden, but there's reason to believe England will pass this test as well, reaching their first World Cup final in 52 years.
"For us as a team, it's another chance to create a small piece of history".
"They'll be the best team we've played in terms of what they're capable of doing with the ball, and what their individuals are capable of, definitely", he said (via Sky Sports).
England women are now trying to qualify for next year's World Cup.
Djokovic into Wimbledon semi-final, blasts unnecessary warnings
The 12-time major victor prevailed despite picking up two code violations and accusing umpire Carlos Ramos of "double standards". Djokovic will either face Rafael Nadal or Juan Martin del Potro on Friday for a place in Sunday's final.
The win led to a lot of off-key renditions of God Save The Queen and Three Lions (Football's Coming Home) in pubs across both England and Australia. "You deserve this moment - Football's Coming Home! W".
Southgate's side have been buoyed by more than just an anthemic pop song, though.
He added: "Let me tell you, whether we win or lose the game, my life will not change", he said.
The song was released before Euro '96, when Southgate missed England's crucial penalty as they lost a semi-final shootout to Germany at Wembley.
England play Croatia Wednesday night at 7pm.
Henderson has also proved to be one of the key figures in the England dressing room, with Southgate calling him a "leader of men" ahead the tournament.
"Those emotions are what drive us, that is our petrol and how we have come back to a semi-final after 20 years. We're not working much now so you can imagine what it will be like if we win".