Southgate has said that the reaction to the team’s performances in Germany is creating an “unusual environment” for the team, but Guehi says the players are not listening to any outside noise.
“I don’t think the team is too focused on that,” he said. “We are thankful for all of the fan support because they have travelled to see us.
“It is a calm and focused camp. Everyone is just focused on the next task at hand.”
As a result of winning their group, England have a path through the knockouts which avoids many of the other major nations.
Spain, Germany, Portugal, France and Belgium are all on the other side of the draw and England cannot play any of them before the final, but Guehi believes there is no easy route to the showpiece in Berlin on 14 July.
“Everyone has seen in this competition that I don’t think there is a favourable side of the draw,” he said. “Every opponent is tough to play against.
“We just need to remain calm. We put pressure on ourselves, but it’s a very calm and focused environment. We just need to continue focusing on one thing at a time.”
Guehi is forming a solid partnership at the back with Manchester City defender Stones and England have conceded only one goal during the three games so far.
“I think what builds confidence is togetherness and performances,” Guehi said.
“We haven’t lost a game yet. It’s important for us to control what we can control.”
England play Slovakia in Gelsenkirchen on Sunday and kick off is at 17:00 BST.