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All three are under 24, which drew questions over whether they should have been selected as takers, and Southgate deflected any criticism from the trio who missed.
He said: 'That is my responsibility. I chose the guys to take the kicks. I told the players that nobody is on their own in that situation. We win and lose together as a team. They have been tight throughout and that's how it needs to stay.
'It is my decision to give (Saka) that penalty. That is totally my responsibility. It is not him or Marcus or Jadon. We worked through them in training. That is the order we came to. Marcus and Jadon have been by far the best in the lead-in. It was a gamble (to bring them on), but if we gamble earlier we maybe lose the game in extra time.'