Phil Foden sat out the session with what Southgate has described as a "minor" injury.
The England squad then departed the Midlands for London, where they will stay overnight ahead of Sunday's final against Italy at Wembley.
The buses' route south was lined with fans cheering the players on, with footage shot from inside the bus featured a voice off camera saying “it’s coming home” and adding: “You [fans] are all the best!”
Another voice says: “Wow... did that just happen?”
England on Sunday look to win a major tournament for just the second time in their history, 55 years on from winning the 1966 World Cup.