The Euros ended in heartbreak for England after a penalty shootout loss to Italy, but it was essential that The Three Lions took their sensational tournament form into World Cup qualifying – with only the winner of each group being guaranteed a place at Qatar 2022.
Let's take a look at how Southgate's side dealt with tragedy and prospered during the international break.
Man of the match: Raheem Sterling
Although Hungary were knocked out in the group stages this summer, they found themselves unfortunate in the first place to have landed in the tournament's 'Group of death'.
And despite this, they overcame people's expectations and gave a great account of themselves, holding France and Germany to draws, whilst only just losing out to Portugal in the final stages of the game.
So it was fair to say that this would be no walk in the park for England.
However, after a steady and measured start in the opening stages of the match, England began to demonstrate their superiority and reminded everyone of just how strong a side they truly are.
And not only did the visitors have to overcome a strong team, but they had to conquer the vile racist abuse that some players were subjected to also.
Hungary fans monkey chanted and threw cups at England's stars, but it was the away side who had the last laugh as they came away with all three points after an emphatic performance.
Man of the match: Jesse Lingard
England returned to Wembley for the first time since the Euros final and were welcomed onto the pitch like heroes.
And although Southgate fielded a much-changed side from the one that played in the final, it was another memorable day for The Three Lions.
Patrick Bamford was handed his international debut on his birthday, and Bukayo Saka also started on his birthday – a player who has recently become an international icon.
The first half was played at a slow pace as Andorra tried to reduce the tempo of play and left very few gaps.
But in the 18th minute, Jesse Lingard opened the scoring with his first international goal since 2019 – it was one-way traffic after that.
Southgate brought on Kane, Jack Grealish and Mason Mount in the second half and the changes sparked England into playing ruthless football and putting the game to bed.
Kane scored from the penalty spot, Lingard doubled his tally for the day, and Saka sealed the deal with England's fourth goal of the game.
Six points out of six and two wins by a four-goal margin proved to be a confident continuation of England's fine form.
Man of the match: Harry Kane
This occasion looked set to be England's hardest game throughout qualifying, and it proved to be just that.
Despite having 63% possession, Southgate's men struggled to create any clear cut chances during the game.
Kane did find himself in a decent position inside the area but was unable to divert his header goal-bound in the opening half.
The England skipper redeemed himself, however, when he picked the ball up 35 yards out and unleashed a ferocious effort which swerved past Wojciech Szczęsny and into the bottom right corner.
The visitors had taken the lead in spectacular fashion and looked on course to make it three wins from three as they thwarted any attacking threat and controlled the game.
Unfortunately for England, a shaky final few minutes proved costly.
Jordan Pickford narrowly avoided calamity when he was slow to clear his lines, with his clearance being charged down and nearly rebounding over the line.
It was a deflating end to what would have been a great result for England, but seven points from three games has proven to be a good return, with Southgate's side sitting four points clear at the top of their group with only four games left to play.