England’s players were also met with loud boos and whistles as they took the knee ahead of kick-off.
“Unfortunately, I don’t know how many camps in the last four years but I seem to have been talking about this subject almost every time we have been together,” Southgate said at a press conference ahead of Sunday’s clash with minnows Andorra at Wembley.
“I can only reiterate that our players are incredibly mature in the way they deal with it. I think they feel supported by their team-mates, which is very important to them.
“I think their team-mates recognise how challenging it must be for our black players and how disappointing it is in the modern world that we continue to have to answer these questions because of the incidents that happen.
“But we can only keep taking the stance that we have done and hope that we continue to send the right messages, not only to people in football but across society, and that everybody keeps progressing. We know it’s going to take time and we know that feels very slow for everybody, but we have to keep fighting that battle.”
Southgate was joined at the press conference by defender Conor Coady, who, asked if the hostility and racism the team faced on Thursday had affected morale in the camp, said: “Not at all, I’ll be honest with you.
“We speak about it all the time. It’s something we don’t want to speak about, but it’s happening and I think with the way the boys deal with these situations, the way this team deals with these situations, because we’re such a close-knit group, it’s something where once it happens to one person, it happens to us all.
“We’ll carry on doing what we’re doing, carry on trying to take a stance and in terms of not just in football but in society we want to try to help, and help change.
“I think it’s important we all stick together, which is something we’ll always do and the two boys (Sterling and Bellingham), they are absolutely fantastic people, but we’re a team that will always get around them as much as we possibly can.”
Additional reporting by the Press Association.