First-half goals from Youri Tielemans and Dries Mertens for the world’s top-ranked side in Leuven kept Belgium on top of Group A2, five points clear of third-placed England, with one game to play.
Southgate’s men reached the semi-finals of the inaugural Nations League, but have now suffered back-to-back competitive defeats for the first time since September 2018.
England dominated for long spells after conceding twice in the opening 24 minutes, but failed to make it count with more questions asked of Southgate’s switch from a 4-3-3 formation that saw the Three Lions score 37 goals in eight games in qualifying for Euro 2020, to a 5-2-3 that has reaped just three goals in five Nations League games.
“Although we don’t like losing and didn’t want to go out of the competition, the level of performance was excellent,” said Southgate. “I have to focus on performances and if you get performances right, you will normally win matches.
Belgium had gone in front early when the sides met at Wembley last month only to be pegged back and lose, but England could not repeat that trick after Leicester midfielder Tielemans’s deflected effort went in off the post after 10 minutes.
Romelu Lukaku had scored 15 times in his last 12 internationals, but it was at the other end that the Inter Milan striker made his most significant contribution with a fine header off the line to deny Harry Kane an immediate equaliser on his 50th cap.
Midway through the half, the visitors had a mountain to climb.
Declan Rice was harshly punished for a challenge on Kevin De Bruyne just outside the area and Mertens curled the resulting free-kick perfectly over the wall to give Jordan Pickford no chance.
Belgium were then happy to sit on their lead and could have been punished with better finishing from Southgate’s men as Mason Mount turned Jack Grealish’s dangerous cross before Kane was twice denied by Thibaut Courtois.
Denmark’s late winner over Iceland means Belgium still need a point when they host the Danes on Wednesday to secure their place in the Nations League semi-finals in October 2021.