The Three Lions face Croatia over two legs, starting at Wolves’ Molineux next Friday, with the winners heading to the Euro Finals in Czech Republic next July.
And after cruising through their group stage to reach the play-offs, the Under-21s head coach admits there is "positive pressure" on for his squad to deliver.
England U21s v Croatia U21s
UEFA European U21 Championship
Play-off first leg
5.45pm, Friday 10 October 2014
Molineux, Wolverhampton Wanderers
Call 0871 222 1877 for tickets
"I think it would be a major disappointment for us because we want the players to have the experience of a major tournament," admitted Southgate, whose side won nine out of their ten group qualifying games.
"For us as a group of staff and players, there’s a massive desire to get there and show what we’re capable of.
"We know that there’s ability in the group and we know that the qualification process is quite random as all of the work that you have done then comes down to two games, but that’s a good test for us.
"We’ve just got to be focused and single-minded in what we do. The players are aware of that pressure, but they also have to focus on performances.
"I strongly believe that if they do the right things then they’ll get there and if they don’t, the whole experience will have been two big pressure games that they’ve been involved in and we’ll review it then.
"Football can sometimes go against you, but we’ll know when we’ve played the games whether we’ve played at the right level or not.
"But it’s a positive pressure, it’s because we want to go and do it and test ourselves against the best."
The Under-21s beat Moldova in their final group qualifier
Regardless of what happens in the play-offs next week, Southgate wants his Under-21 squad to be seen as a benchmark for the younger England teams, with only the senior squad to go above that.
The likes of Raheem Sterling, Luke Shaw and John Stones have all featured for Southgate’s side during the qualifiers, before their performances for both club and country saw them selected in Roy Hodgson’s squad.
And the former Aston Villa and Crystal Palace man is encouraged by the way in which the interaction between the various squads has worked.
"The way we’ve developed them as a team of individuals over the last 14 months is not only a way of working for us, but also the age groups underneath them," he revealed.
"As a group of national coaches, we’ve talked a lot about the culture and the way we work with the different groups.
"We want to achieve things so that the other teams at St. George’s Park see it and think: ‘They’re the first that won the Under-21s Championship’.
"We’ve learned a lot collectively from this group of players and three of them, Stones, Shaw and Sterling, have already moved up.
"We’re quite a young group in this tournament really as there’s several of them who could go again next year.
"The likes of [James] Ward-Prowse, [Nathaniel] Chalobah, [Jake] Forster-Caskey, [Will] Hughes, they can all play again in the next Euros as could Stones and Shaw so it’s quite promising for next year.
"It is development, but it is an age when you’re starting to learn how to win games and you’re one step behind the seniors.
"What I do see in all of our age groups is some quality kids coming through, so I’m really excited about what’s coming over the next few years."
Tickets are on sale for the Croatia game at Molineux now, priced at just £10 and £5 via the Wolves Ticketline on 0871 222 1877 or online here.