England last won a knockout game in a major tournament at the 2006 World Cup, when David Beckham scored the only goal in a 1-0 win over Ecuador.
The side’s most recent knockout tie ended in humiliation when England were beaten 2-1 by Iceland at Euro 2016.
Asked why England have struggled after the group stage, Southgate said: “Many different reasons, but you are playing against the best players in the world.
“We’ve at times had a squad with real top players and at times we’ve had a squad with not such outstanding players who’ve been in those knockout situations.
“There have been many different reasons for not getting over the line. Some disciplinary, some have been penalty shootouts.
“But more often than not we have not been able to win those matches in normal time or in extra time.”
Penalties? ‘We can own the process’
England have the worst penalty shootout record in World Cup history, and Southgate himself is synonymous with failure in that area having missed from the spot against Germany in the Euro 96 semi-final.
But the England manager says it is not something his players should fear and has been planning for such an eventuality since March.
Asked if he has learned from his Euro 96 experience, Southgate said: “Absolutely, no question.
“In defence of the staff there at the time, penalty shootouts weren’t as regular then. The depth of knowledge and understanding, we didn’t have as much information as we do now.
“Definitely it’s not about luck. It’s not about chance. It’s about performing a skill under pressure. There are individual things you can work on within that. We have studied it.
“There are things that can be unhelpful in terms of their preparation for players at that moment.
“As a staff, knowing who is in charge of which bits, who needs to get out of the way, who can speak with clarity to the players.
“There is lots we can do to own the process and not be controlled by it.”