The 25-year-old Aston Villa playmaker was the one positive to emerge for England from Sunday's 2-0 defeat to Belgium which ended their hopes of reaching the knockout stages of the Nations League.
Southgate said he and the squad could also add protection for Grealish with their mantra it is the team not the individual.
"That is always important with any player," Southgate told reporters on the eve of the final Nations League qualifier with Iceland.
"We are going to succeed or fail as a team and it is for everybody to contribute.
"We have tried to ensure right the way through the last four years that it is collective expectation, we couldn't put all the pressure on Harry Kane, we couldn't put the pressure on Raheem (Sterling) or other players.
"We have to make sure that is the same with Jack."
Southgate said the manner in which Grealish played suggested pressure was something he enjoyed.
"He has had a super start to his international career," said Southgate.
"I think he will be able to handle the attention, he thrives under pressure.
"He has got great courage with the ball so I don't think it will phase him.
"Equally it is going to be the squad and team that brings us success as a collective."
Southgate has been criticised for his tactics in switching formation which has seen the goals dry up and the side suffer their first back-to-back defeats in competitive matches since 2018.
Whether he reverts to his former formation on Wednesday is debatable but he defended the decision to go ahead with the game despite it being of no importance to the Nations League group outcome.
There had been calls to cancel it due to the coronavirus pandemic.
"To represent your country is the greatest honour, of course club football is important but every player wants to represent your country," he said.
"You don't get the chance to do it very often.
"We are representing 50 million people and we are trying to prepare for the European Championship.
"Add into that, players want to play, they want to win caps, score goals. We are trying to manage it as best we can."