England's Nations League campaign opened with defeat as they were beaten by Spain in their first match since reaching the World Cup semi-finals.
Marcus Rashford gave England the perfect start with an 11th-minute strike from Luke Shaw's pass but Spain responded with an almost instant equaliser thanks to Saul Niguez's low finish.
Rodrigo Moreno then took advantage of poor marking at a free-kick to score the winner from close range after 32 minutes.
England suffered a blow just after half-time when Shaw was taken off on a stretcher with a head injury following an accidental collision with Dani Carvajal but they rallied late on and could have earned a draw.
De Gea, who saved brilliantly from Rashford's header in the first half, denied his Manchester United colleague once more and England were furious Dutch referee Danny Makkelie ruled out an injury-time finish from substitute Danny Welbeck after Spain's keeper tumbled under pressure from the striker.
England were left to ponder their first competitive defeat at Wembley since they lost a Euro 2008 qualifier to Croatia in November 2007, a run stretching back 24 games - and also Southgate's first home defeat as manager.
Have your say
More Sports Headlines
- Hearts v Kotoko tactics: How Phobians can beat marginally superior Porcupines
- Copa America: Martinez cracker helps Colombia past Argentina
- Ukraine win Under-20 World Cup with final win over South Korea
- 2019 AFCON: Sadio Mane suspended for Senegal's opening match
- 'I wish team well in Egypt' – Majeed Waris backs Ghana despite omission
- 2019 AFCON: Ghana end pre-tourney prep with goalless South Africa draw
- Ghana set for World Minigolf Cup in Sweden
- Argentina impressed by Messi's desire to end trophy heartache
- Chelsea would have to pay Derby £4m to secure Lampard as boss
- Multimedia secures radio rights for TOTAL AFCON2019 coverage
- NBA Finals: Toronto Raptors beat Golden State Warriors to win first title
- Chelsea agree deal for Maurizio Sarri to join Juventus
- Women's World Cup: Marta has record to rival Brazil legends Ronaldo and Pele
- Hazard unveiled to Real Madrid fans – ‘I’m here to win titles’
- 2019 AFCON: Algeria drops player for exposing 'buttocks' in video