England are favourites to qualify for the 2018 World Cup in Russian Federation having seized control of Group F. They lead the section with 13 points from five games, four more than second-placed Slovakia.
The former striker was also involved in March, when Southgate's permanent reign started with a promising display in the 1-0 friendly loss to Germany before a straightforward 2-0 win against Lithuania at Wembley.
The 31-year-old West Brom midfielder said "They expect to beat everyone, England".
Gordon Strachan looked on the brink of losing his job as Scotland manager after a dismal start to the qualifying campaign for Russian Federation 2018 with a 1-1 draw against Lithuania followed by 3-0 defeats by Slovakia and England.
"We just want to go out there and do it again".
"So maybe there is not that much pressure on us because they have got some fantastic players, players who have played in the Champions League and winning the Premier league".
Do you something awesome to share with the world? "If you are not up for this game then I don't know what's wrong with you".
"Scotland have been given a tough group anyway, so for 2018, they have got to win (against England)".
"I go away back to when I first came into the Scotland team, I saw that with players who were older than me".
"It is a massive game; everyone knows how big England versus Scotland is with the rivalry that we have", he said.
Gordon Strachan's men have taken seven points from their five games so far to sit fourth in Group F but a win over Slovenia on home soil last time out will give them confidence this weekend.