Southgate was talking after Boro lost 2-1 at home to Blackburn, despite Stewart Downing putting them in front with a free-kick in the first half.
Southgate said: "We are very keen to do it (the Mido deal) and he's of the same mind by the sound of it. He would bring more experience to the side.
"It is still in negotiation with his club. We thought it was sorted but there has been a bit of a twist to it and we have to be patient."
Asked what the "twist" was, Southgate said: "Just the deal seems to be a bit different for us compared to other clubs. We are still in negotiations."