Fans have sung the lyrics from the stands in Russian Federation, while the circulation of social media memes using the music has even led to the creation of the hashtag '#itscominghome'.
Southgate's England take on Croatia in the semi-final in Moscow, having beaten Sweden 2-0 in the last eight in Samara.
"Football's Coming Home, as a song, I couldn't listen to it for 20 years, frankly".
"Whether we win or lose, we're creating history", he said.
"Our supporters and our country has had a long time suffering in terms of football".
The mum-of-three also went to the infant school herself and said: 'I'm a passionate England fan, our whole family are, and I remember Gareth from the days he used to play with the Neville brothers and David Beckham. Our country has been through some hard moments recently in terms of unity but sport has the power to unite - and football in particular has the power to do that. "We can feel the energy and the support from home and it's a very special feeling for us".
He said he that England would reach the final and that he expected the atmosphere in Croatia to be electric.
Southgate, though, says his side have not even begun to realise their potential.
"Sometimes, you have to go through hard times and failures to learn and improve", he said. We're pleased with the intelligence and style of our play.
"This team is nowhere near the level they will be capable of, partly because of age and partly because over the years they'll have more big-match experience".
Forget the cutbacks across the goal amidst a crowded penalty area or the clever runs behind the defence to create goalscoring opportunities, Sterling's tactical intelligence makes him the flawless candidate for the situations when England want to press high up the field - whether he puts the finishing touch himself or selflessly sets up a teammate, Sterling threatens to produce moments of magic every time he receives the ball and that is a quality to be heralded, not ridiculed.