The Manchester City defender played for Southgate when he was Under 21 boss and reckons his step up to the senior job has been seamless.
England have often been accused of being afraid to fail in the past.
But Stones says Southgate leads with an air of calm authority which is helping them to play with more freedom.
He said: “I’ve worked with him before and it’s been seamless for him to come and work with us.
“I think he’s always got a calmness. He’s clear in what he wants from us and that gets us all on the same page.
“He lets us express ourselves which us what us players want – the freedom to go and play our game. The belief from him is massive.”