The coach resigned as coach of the Three Lions following defeat to Spain in the Euro 2024 final in July and admits that it was the right time for him to step down after eight years in the hotseat.
Southgate told Sky News: "It was probably the right time for a change.
"I don't think you can have regrets. We made decisions with the information we had at the time to try and produce a winning team. We raised expectations and that was important. We needed to put English football back on the map."
Despite leading England to back-to-back Euros finals, Southgate was often criticised for the team's defensive style of play during his time in charge but he sees little point in responding to his detractors.
He said: "I've really shut myself off from everything since I left.
"There's no point in me talking about the team now. It's for me to let other people take over, to give them the space to go and take the team on to the next challenges. There's no point in me getting involved in anything like that."
Southgate explained that he is no rush to find a new job and suggested that he could even take a role away from football.
The coach said: "I've got lots of opportunites, I'm very open-minded to what's next.
"That might be in football, that might be outside football. I'm just going to take some time, refresh, recharge and go from there."