The Three Lions went down to Spain by a 2-1 scoreline on Sunday in Germany.
Per ESPN, Bellingham was upset with Southgate during the game about not making changes fast enough.
The 21-year-old “lost it” with his manager on the sidelines, which eventually resulted in substitutions.
England replaced Harry Kane with Ollie Watkins with an hour gone, while Cole Palmer came on ten minutes later and scored.
"It's really disappointing because at some point we do have to deliver, but there are experiences and there's things we can take from this tournament going forward," Bellingham said.
"I suppose if you look at everything negatively, nothing will ever change. So it's important we pick the positives and the negatives together and find a way to one day get England over the line. I came here to win. We came here to win. Like I said, there's experiences that we can take going into the next one."