"I've played in a lot of teams where, b-- h--, we played Nuneaton Borough in the cup once and thought their centre-forward was Eusebio because we'd built him up that much in the pre-match briefing", Southgate said, in a sign that he was relaxed.
It has been 28 years since England were in a semifinal match of the World Cup and even longer since England have reached the finals of the World Cup. As we regroup, he turns to me and says, "right that's enough, time to lift the tempo, let's get about them".
Lovren, whose nation are into the semi-finals for the first time since 1998, said Croatia could play with freedom.
While many outsiders view that unexpected Croatian run to the last four as a great success, inside the country many share the view of the team's then manager Miroslav Blazevic that it was a missed opportunity.
England is also one of the favourites to win the World Cup and you need to respect that. However, their two knockout-stage games have gone to penalties.
They beat Tunisia in their tournament opener thanks to a late Harry Kane goal, brushed aside a poor Panama, edged out Colombia on penalties and easily beat Sweden in the quarter-finals.
England hasn't played in the semifinals of a major tournament since Southgate's penalty kick at Wembley was saved by Andreas Koepke 22 years ago, and Andrea Moeller put the next kick over David Seaman and under the crossbar.
On the other side of the fence, Mosman Park's Western Knights Soccer Club are equally fired up to watch Croatia in action.
England have scored eight out of their 11 goals so far from set pieces including penalties. The Three Lions are confident, and why shouldn't they be?
"It's unbelievable what the team has achieved, not only this World Cup but in the first one they ever took part in in 1998 when they took out bronze".
England have already won a shootout in Russian Federation, against Colombia in the last 16. Hopefully he has a quiet night [on Wednesday] and we'll try our best to make sure that happens.
The calmness in England's camp on and off the field is in stark contrast to Croatia's experience.
Southgate had all 23 of his players available with Jordan Henderson seemingly overcoming tight hamstring and Jamie Vardy, who was feared to have played this last game in Russian Federation with a groin injury.
Monaco goalkeeper Subasic saved three penalties in Croatia's shootout win over Denmark in the round of 16, and another in the quarter-finals as the Vatreni dramatically ousted hosts Russian Federation on penalties.