Southgate is the only manager bar 1966 World Cup winner Sir Alf Ramsey to lead the England men’s team into a major tournament final.
He managed England at four major tournaments, also reaching the World Cup semi-finals in 2018 and quarter-finals in 2022.
Pressure mounted on him this summer, with many fans believing he was not getting enough out of a talented group of attacking players.
Some supporters threw plastic cups at him after the 0-0 draw with Slovenia, which secured England’s place in the knockout phase.
However, he got many of them back onside with their run to the final.
“The squad we took to Germany is full of exciting young talent and they can win the trophy we all dream of,” added Southgate.
“We have the best fans in the world, and their support has meant the world to me. I’m an England fan and I always will be.
“I look forward to watching and celebrating as the players go on to create more special memories and to connect and inspire the nation as we know they can.
“Thank you, England – for everything.”