And though backed by a packed-out Wembley and the tiresome England Band, Southgate's side were unable to restore parity.
"We've got to go through those games".
When are you going to be back on form Harry! "I am under contract, I have two years".
England and Spain will meet on Saturday when they kick off their first ever UEFA Nations League campaigns.
He added: "The only one in my lifetime is Gascoigne - and I'm not sure he was developed".
It was a disappointing night for World Cup semi-finalists England, who took an early lead through Marcus Rashford but were behind within 22 minutes after goals from Saul Niguez and Rodrigo Moreno. This time it was different.
"It was a really tough game", said Southgate. "He scored a goal and he was in the penalty box more".
"Great contribution for the goal".
"But I've got to give the players enormous credit because it was a game where we could've folded and disappeared but we didn't".
Substitute Danny Welbeck saw a stoppage-time leveller controversially ruled out, meaning England head into Tuesday's friendly against Switzerland reeling from three successive defeats in all competitions for the first time since 1988.
"This result for me is a brilliant experience for all of us, the coaching staff and players - because that's what we have to aspire to get to". They need - having come away for 10 days - football. "There's a lot of stuff we can learn from but I think we can hold our heads up high".
Ruben Loftus-Cheek can expect to start.
The defender was eventually loaded onto a stretcher and carted off the field with Danny Rose inserted as his replacement.
England have now lost three matches in a row - against Croatia, Belgium and now Spain - proof they are still a work in progress.
A rejuvenated and revitalised England team took full advantage of an easy path to come within a whisker of reaching the 2018 FIFA World Cup final.
"We'll go through some test".
"That's what I want, to reduce the space and press a lot and against a team with three defenders it was very hard", Luis Enrique said.