His struggles have included being hauled off just 36 minutes into their 4-0 defeat by Bayern Munich at the weekend.
"He came to me at the beginning of the week and we had 25 minutes chatting," Southgate said of the former Manchester City junior.
"We've a duty of care to help him to progress and develop. We're also in constant communication with Dortmund.
"It's an enormous challenge he's taken on to go to another country. There's the football, he's adapting to life and the language. He's done incredibly well."
Southgate thinks his recent troubles are simply part of the journey for a teenage talent.
"Any young player is going to have ups and down. He's played a lot of football — physically he's a little bit fatigued," he added.
"His club have kept playing him because he is a highly important player for them."