Southgate won't blame injured Alli for playing through pain barrier
Alli suffered a thigh injury during the 2-1 win in Volgograd but still managed to complete 80 minutes before being replaced by Ruben Loftus-Cheek.
The Tottenham star tweeted to say it was a "slight injury" but was still forced to sit out training on Thursday, although he did at least take part in some of Friday's session before the squad travelled to Nizhny Novgorod.
Southgate thinks Alli is recovering well but concedes it is not always easy for players to ask to come off during such important matches as those at a World Cup.
"It's always difficult. Most players are very aware of their body and know the things they feel they can play on with," he told a news conference.
"We're no further behind with Dele's recovery so we've not lost any time in that instance, not through design but a little bit of luck and him understanding it was not that serious.
Frustrating to have picked up a slight injury on Monday Will do everything in my power to get back to full fitness asap! #ThreeLions pic.twitter.com/o2NcIrwaxQ
— Dele (@dele_official) June 20, 2018
"It's the only muscle injury we've had over the three and a half weeks. To be at this stage with 22 players available is unlikely. We'll get contact injuries as the tournament progresses but I certainly as a manager don't take a risk with a player, but players aren't exactly all going to tell you 100 per cent how they are. I've been a player and sometimes you can be economical with the truth."
England can reach the last 16 with a win over Panama but they will need to do so in front of a relatively low number of fans who have made the trip from England.
It has been suggested political tensions with Russia have put off some supporters from travelling, but Southgate thinks the potential cost has also forced a lot of people to avoid coming.
"I think there's obviously been a lot going on away from football, in the lead into the World Cup," he said.
"It's quite expensive for our fans to come to the tournament and there are internal flights here. We're really appreciative of the supporters who have come. In other tournaments, we've maybe had more numbers, but the vocal support of our fans the other night was brilliant, it really gave our team a huge lift. I think we have similar numbers tomorrow and maybe more in Kaliningrad."