Thousands of supporters in Russian Federation and millions at home will watch nervously as the team face Croatia for the right to play in Sunday's final - and potentially end 52 years without a major trophy.
The song was released before Euro '96, when Southgate missed England's crucial penalty as they lost a semi-final shootout to Germany at Wembley.
England will face Croatia on Wednesday in their first World Cup semi-final match since 1990.
France await the winners in the final, but Southgate is convinced the future is bright whatever the outcome. The only thing coming home from Russian Federation would be Gareth Southgate and his players, and if they were lucky they would do so having not been humiliated.
They return to Moscow for the game against Croatia, having played in the Russian capital in the last 16 against Colombia, albeit at the smaller Spartak Stadium.
He said: "We are really proud of the support we have received".
Kane is now leading the Golden Boot race at this summer's World Cup with six goals, helping his side to the semi-finals of the competition in the process. We want this to be a family-friendly occasion and a chance for England fans young and old to show the positive spirit of football to the country and the world.
"I think there'll be a bit of nerves as the day comes but a bit of excitement as well because you know you've always dreamed of playing in a World Cup final".
"England have been the most impressive team so far".
Henderson has also proved to be one of the key figures in the England dressing room, with Southgate calling him a "leader of men" ahead the tournament. "So for me it has a slightly different feel", Southgate told reporters on Tuesday, before adding: "But it's nice to hear people are listening to it again".
Warnings to England fans and players had ranged from the supposed threat lurking from masses of hooligans, to players being seduced by Kremlin-backed 'honey traps'.
"The team is getting better and better with every game and that was the same with us in 1966 which is why I'm quietly optimistic", he said.