Southgate is struggling to come to terms with the news that Ehiogu has passed away at the age of 44 on Friday after suffering a cardiac arrest.
The England boss played more games alongside Ehiogu than any other partner from his time at Aston Villa and Middlesbrough and says it was one of the most successful partnerships of his career.
Southgate says it will take him time to get over the tragic news and says there is a disbelief among his former team-mates.
Southgate said” “I’m stunned and deeply saddened by Ugo’s passing and clearly my initial thoughts are with his wife Gemma, his children and his family.
“I know that football will be grieving because he was so highly respected by everybody he worked with and losing him at such a young age is difficult to come to terms with.
“Most importantly, he was a gentleman and he is one of those characters that people would find it difficult to have anything bad to say about him.
“I probably played more games with Ugo than anybody else in my career and while in many ways he was a gentle giant away from football, he was a colossus on the pitch. It felt like a true partnership with Ugo because we were prepared to put our bodies on the line for each other .
“We shared highs, lows and won a couple of trophies together with Villa and Boro and it’s those memories that I will always cherish when I think of Ugo.
“He was one of the most professional people I played with in terms of how he applied himself to his job and it was great to see him progressing through the coaching pathway with that thirst for learning.
“I’ve spoken to several of our former teammates today and there’s just a sense of disbelief that we’re having these conversations.
“Ugo was a credit to football, a credit to his family and he will be missed by everybody who was lucky enough to know him.”