Central defender Michael Keane and left-back Danny Rose came in for the most criticism, as goals from Jakub Brabec and substitute Zdenek Ondrasek secured a 2-1 Euro 2020 qualifying victory for Czech Republic after Harry Kane had put England ahead from the penalty spot.
"Clearly that's not a night that we wanted to be a part of in terms of that record", Southgate said.
'It is going to be an interesting couple of days because we have not had a result like that or a performance like that and we will learn a lot about ourselves over the next 48 to 72 hours. We conceded possession too cheaply and particularly in the first-half we didn't create enough chances.
The Kobra made his worldwide debut for the Czech Republic after being subbed on in the 65th minute.
The squad will remain in Prague until Sunday, when they head to Sofia for Monday night's game with Bulgaria.
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"I think it's unfortunate because you can foresee the risk". We accept defeat, and accept we have to be better than we were. He switched to 4-3-3 after the interval, when England did look more cohesive.
"We didn't look any more solid, and we were poor at using the ball in the first half". "That's not something we've been able to do".
"I think we have had a lot of credit over the last couple of years and tonight we did not do enough", he told ITV. "We've got to respond to that performance on Monday and accept any criticism that comes our way".
His form this season for Chelsea suggests he deserves the chance, scoring four goals in his 11 appearances for them across all competitors and being a key player at Stamford Bridge.
Following the match, England manager Gareth Southgate said: "Of course, it's always disappointing and I think I've always spoken about how we would want everybody to conduct themselves".