"Firstly, very sad. We had an excellent performance and we've got an 18-year-old being interviewed after the game and he's having to respond to what's happened when his evening should be about the joy of his full debut.
"I didn't hear (anything) during the early part of the game, but I'm told there were things in the early part of the game as well.
"But I certainly heard when Danny Rose was booked and it's unacceptable. I've spoken to our players individually. We've got to support them. We will report it.
"But I think that reporting is already in place because so many people in other areas of the ground have heard it. I believe the UEFA delegate also heard it.
"So, our part will be to make sure that process is followed, but more importantly for me is that the players in the dressing room know that as a group of staff and as an organisation we're there for them. That's the most important thing."
Southgate added it was "clear to everybody that there were comments made" .
When asked whether he should have taken the players off, he replied: "I'm not 100 per cent certain that that would be what the players would want.
"There would be a mix of views, in terms of when we've discussed the topic in the past, how the players would like it to be dealt with. And they just want to play football.
"Of course, we have the chance to have an impact, but I don't have the answer, frankly.
"I'm sitting trying to find the right balance of my disgust and recognising the differing views of the players in terms of their experiences of the past.
"I think my role is to support and protect my players as much as possible, first and foremost, is to speak in the position I am in the right way.
"Beyond that, maybe that's something I'd have to consider in the future. I have to say, it wasn't something that came to mind at the time.
"I would want to have a long discussion with my players before to make sure that was a course of action they felt was a) something they wanted to do, and b) thought was something that was going to make a difference."
"I'm reflecting on should I have done more?" Southgate added.
"In the end, I think I tried to protect my players as much as I possibly can. I'm not the authority on the subject. I'm a middle-aged white guy speaking about racism.
"It's not something that I really have... I'm just finding it a really difficult subject to broach because I want my players to enjoy playing football and not be scarred by the experiences.
"If people feel I should have done more, then I can only apologise for that.
"I have spoken out constantly against the subject. I have supported all the education programmes in our own country.
"I think I manage every player as well as I possibly can, regardless of which club they're from, what their roots are."