The England manager could only watch on as Jadon Sancho, Marcus Rashford and Bukayo Saka missed the spot-kicks as England’s glorious run to the Euro 2020 final ended in defeat to Italy.
The English had stunned the opposition when Luke Shaw scored in the second minute but missed chances slipped by as the Italians grew into the game equalising in the 67th minute through veteran Leonardo Bonucci.
Then came the tension of extra time and the ultimate disappointment of penalty kicks much to the agony of crushed England fans across the country.
Speaking after the match emotional captain Harry Kane said it was “the worst thing in the world to lose” but added the “boys couldn’t have given more”.
Southgate said his “players have done themselves proud, everyone has been exceptional”.
Mayor of London Sadiq Khan said the England team has “inspired and united our nation”.
He tweeted: “To England: thank you. You have inspired and united our nation both on and off the pitch at every turn.
“We could not be any prouder of what you have achieved.”
The Duke of Cambridge, who attended the game with his wife Kate and son George, said the defeat was “heartbreaking” but told the team “you can all hold your heads high, and be so proud of yourselves.”
Labour leader Sir Keir Starmer said the England team is the “very best of our country” after their defeat. He wrote on Twitter: “Heartbreaking. On and off the pitch, this team is the very best of our country.
“They’ve done us proud.”
Almost as soon as the match ended, the atmosphere in London changed.
There had been chaotic scenes throughout the day with fights breaking out outside Wembley before around 300 fans breached security cordons and charged into the stadium.
Some supporters also threw bottles in Leicester Square while others set of flares and fireworks.
When Italy scored their final goal the mood in Trafalgar Square changed instantly.
Some fans started smashing bottles and overturning bins.
While others became aggressive or kicked in fences around the fan zone.
In the air the sound of sirens and fireworks had replaced the earlier chants of “it’s coming home”.