The two Manchester-based youngsters were involved in a breach of COVID-19 protocol after the team's game against Iceland.
They allegedly invited two girls back to their hotel room, and were sent home and did not play in the game against Denmark.
"The consequence has been there and they now need support. Everyone is wading in on them. They need help to rebuild," Southgate told Sky Sports.
"They need to understand the expectations of being an England player.
"We must help them on that process.
"We need to build trust and you have got to help young people back on their feet."