"He's exactly the same as the others in that they're all devastated to lose a derby game," Southgate said after the 2-0 defeat.
"Obviously he'll replay the penalty miss in his mind hundreds and hundreds of times over the weekend, so it's going to hurt him more than everybody else in the long run.
"But listen, he's well in credit with us as a club. He's won us so many matches through his goals, through his assists.
"I've just said to them in there, we lose as a team. Yes, that moment might have swung the game because the whole emotion in the stadium changed then.
"But the kid has been fantastic for us for a number of years now. He's a joy to work with, as they all are, and we've got to pick him up and make sure he realises how important he is to us."