The 28-year-old was struggling for playing time at Manchester United and found himself out of the England fold.
Lingard took a chance by joining West Ham United in January and it has paid off tenfold, with the playmaker returning to Southgate's squad.
"He's shown a lot of support and belief in me, he gave me my England debut, which I'm proud of," Lingard said of Southgate talkSPORT.
"I still kept in contact with him even though I wasn't playing, just to get his advice on what I should do.
"It was just about the right move, whether it was going out to Europe or staying in the Premier League.
"He said, 'If I was you, I would stay in the Premier League'. After that, it was about finding a Premier League side and West Ham fitted in perfectly."