The England bosss declared he is "not a believer in fairy tales but a believer in dreams" and assured fans that his players have "big dreams" for today.
Speaking ahead of tonight's crucial clash against Spain in Berlin where England could lift a trophy for the first time in 58 years, he added the squad were "excited for the challenge".
Southgate said: "We're excited for the challenge. Clearly the team have improved over the last few weeks, shown incredible character and resilience.
"I have to say they have been a pleasure to work with every day on the training pitch."
Referring to the 2022 World Cup in Qatar when England was knocked out by France in the quarter finals he added "now we have a fabulous opportunity to achieve tomorrow what we set out from the moment we left Qatar earlier than we'd have liked."
He added: "I am not a believer in fairy tales but I am a believer in dreams.
"We've had big dreams, but you have to make those things happen. Fate, the run that we've had, the late goals, the penalties - it doesn't equate to it being our moment. We have to make it happen tomorrow and perform at the level we need to. Of course, it would be a lovely story and it's in our hands, but the performance is the most important thing."
He continued: "When you're trying to create dreams, you've got to have a clear picture of what you want to see at the end of it. That lights a small fire for some people but we know what it would mean to everybody at home, we know what it would mean to us as a squad, the hard work that has gone in.
"Not just this group, but players who have been with us the past six or seven years and played a really big part.
"The staff with us, it's been a huge team effort and all of those people have helped create the culture we have and we would love to give everyone a special night again tomorrow."
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