Southgate admitted at the weekend: "If we are relegated it is our own fault, the league does not lie".But he found the defeat at St James' Park very difficult to take ... because Boro are DOWN!
The stats may not say so ... but the fans have known it for months.
I was in Cargo Fleet WMC a month ago and a Boro fan confronted me with: "The best thing is the Geordies are still suffering, they cannot accept they are relegated but it will happen. Boro fans have known for months - and we're over it."
But I don't think they were "over it" until last night.
And it happened at St James' Park - and guess what - their misery gives the Geordies hope that relegation fears are a thing of the past.
We are NOT going down, and that's something else to cause tears on Teeside.
Southgate: "For them to lose in manner we did having gone ahead is very difficult for all of us to take. It's a tough evening for everyone associated with our football club.
"The players gave everything, but unfortunately, key events on the night went against us.
"The second goal, looking at the television pictures, I thought at the time it was a foul on [Robert] Huth by Viduka, but it was also offside.
"It then dropped straight to their guy - they are key things and unfortunately, they didn't go for us."