Southgate said: "I was delighted to see David put his goal away so well.
"He is always a big threat in the opposition penalty area. As a defender, the great thing is that he attacks the ball so strongly."
Wheater has played in every game so far this season and done well.
Southgate said: "What David has done is make a huge impact and performed above his years. He has shown a maturity and he is enjoying himself.
"At that age, you don't play with any fear, you just get on with it, and he is relishing the challenge.
"He has embraced the opportunity he has had and he's saying, 'Right, get me out of the team', and that is the sort of attitude you want."