England will face a Croatian team inspired by Real Madrid's midfield talisman Luka Modric at the Luzhniki Stadium on Wednesday.
While many England fans are surprised by the unheralded team's progress, midfielder Dele Alli says the squad always believed they could go far.
"We had to believe and we know how talented we are as a squad," he said.
"We know we have some unbelievable players and a great manager and everyone is clear on what we want to do.
"When you have such a solid foundation, you have the basics and clear understanding of what we want to do and achieve, it's not a surprise that it's going well for us."
Southgate has told his players they have the potential to be bigger heroes even than the team featuring Bobby Moore and Bobby Charlton that win on home soil in 1966.
Captain Harry Kane is leading England's charge with six goals so far, putting him top in the race for the Golden Boot. Lukaku is on four goals and Griezmann and Mbappe have three each.
Croatia can count on Modric, named man of the match three times in Russia, but his teammate Andrej Kramaric says England's lack of superstars is what makes them a cohesive unit.
"England were one of the favourites for me for the tournament because they have a young and hungry team with no big, international stars, so it won't be easy for us."
Croatia could well be battling fatigue and injuries after a strength-sapping penalty shootout to edge out host nation Russia on Saturday.
Goalkeeper Danijel Subasic and right-back Sime Vrsaljko, who both picked up an injury against Russia, and centre-back Dejan Lovren were all absent from the part of the session open to media.
Did you know?
England have not beaten two European nations in a single World Cup since 1982, when they beat Czechoslovakia and France. This is the eighth meeting between England and Croatia, with England winning four of those games, with one draw and two Croatia wins.
Sources: FIFA.com, AFP, FIFA via Getty Images