Southgate won’t be able to see Palace take on Manchester United in person, as he’s away with the England Under-21s squad at the Toulon Tournament so will have to settle for watching it on TV from the south of France.
Crystal Palace v Manchester United
The Emirates FA Cup Final
5.30pm, Saturday 21 May 2016
Wembley connected by EE
Live on BBC and BT Sport
Winners receive £1.8m from prize fund
Runners-up receive £900,000
Click here to buy Match Programme
But he admits his delight at seeing the Eagles reach the Cup Final to set up a repeat of the 1990 showpiece between the two clubs, when he was a young pro at Selhurst Park, and the semi-final of 1995 when he was club skipper.
"Palace, as my first club, is always something that’s very special to me," he said in an exclusive interview for the official Emirates FA Cup Final programme.
"And having had a semi-final ourselves when we got so close in ’95, it was great to see them get over the line against Watford to set up what will be another brilliant day.
"It was a slightly mixed feeling for me, because I was born in Watford.
"But it looked as if the Palace supporters made it one of the best atmospheres I’ve seen at Wembley created by a set of fans, so I’m sure they’ll take that back for The Final."
And Southgate, who left Palace for Aston Villa shortly after that semi-final in the summer of ’95, believes his former club could go one further than the team of 1990, with his old team-mate Alan Pardew getting the best out of his squad.
"There’s no reason why Palace can’t win the game," he added.
"They have had a month to prepare for it and I’m sure Alan will have them ready for it.
Gone with the wind? Tricky conditions on the pitch for our U21s in Toulon last night also stretched into the tunnel. https://t.co/2RG539oDIG— England (@England) May 20, 2016
"This [United] team is in a bit of a transition so it will be interesting to see how they cope with the big occasion as well.
"United haven’t always been the most consistent this season and Palace showed some strong form and performances in the first half of the season, so if they can channel that then they have every chance."
You can read the full interview with Southgate in Saturday’s official match programme, in which he discusses his memories of being at the 1990 Final and the famous incident with Roy Keane during the 1995 semi-final replay at Villa Park.