Southgate became the fourth England manager in history to be knighted, after Sir Walter Winterbottom, Sir Alf Ramsey and Sir Bobby Robson.
Asked if he missed parts of the job, Southgate said it was a relief to no longer carry the expectations of a nation.
“I think it’s hard to describe because until that weight’s gone you don’t necessarily realise just on a day-to-day basis, you know, every hour of my day was thinking about how do I make England better, what’s happening with the players, how do we do things differently,” he added.
“So I think any leader of big organisations, you’re constantly thinking about how to do your job as well as you can.”
Thomas Tuchel replaced Southgate as manager following Lee Carsley’s interim spell in charge.
The German has won all three of his World Cup qualifiers at the helm, but England were beaten booed off after losing a friendly against Senegal at the City Ground earlier this month.
After taking charge of the side, Tuchel said Southgate’s England did not have a clear identity and “were more afraid to drop out” of Euro 2024 “than having the excitement and hunger to win it”.
“I don’t think it’s important how I took it (Tuchel’s criticism) or what I think,” Southgate said.
“I think what’s really important is for me to give the team, the manager, the space to operate. I think that’s the right thing to do.
“I’ve had an amazing experience leading my country, but it’s time for them to take it forward now and I’ll be a fan at home supporting it.”
