England slumped to their first defeat against Hungary on June 4 as the hosts earned a shock 1-0 win in Budapest to launch their UEFA Nations League campaign.
Dominik Szoboszlai scored the only goal from the penalty spot as Hungary celebrated their first victory over England since 1962.
The hosts kept coming and made their pressure count as Szoboszlai converted from the penalty spot in the 66th minute after Zsolt Nagy was fouled by Chelsea defender Reece James - a decision which incensed the England players.
The tests keep coming with Germany England's next League A, Group Three opponents on Tuesday, while Hungary will look to make it five wins in six when they face European champions Italy.
Hungary impressed throughout this match against the star-studded visitors, whose surprise at the number in attendance will be matched by the reception for their pre-match anti-racism gesture.
Harry Kane curled the ball wide during a bright England start, with debutant Jarrod Bowen following a blocked snapshot by hooking another effort at goal.
But Roland Sallai had got away a shot before those attempts and Hungary came close to taking a 12th-minute lead.
A move that started at the back ended with impressive Loic Nego greeting a diagonal ball with an exquisite first-time cross from the right that Szoboszlai prodded past the onrushing Pickford.
Hungary created the better of the chances, Szoboszlai seeing an effort cleared off the line by Conor Coady and captain Adam Szalai's ambitious effort from just inside the England half dropping just wide after he spotted Jordan Pickford off his line.
The home side's pressure paid off when they were awarded a penalty on 64 minutes as substitute Reece James was adjudged to have fouled Zsolt Nagy after the Hungarian left-back controlled a pass in the area.
James was booked as RB Leipzig forward Szoboszlai made no mistake from the spot to put the hosts ahead.
Harry Kane nearly salvaged a point in stoppage time but was inches away from his 50th international goal as his powerful effort flew into the side-netting.
Southgate's men now have to raise themselves for a trip to Germany on Tuesday before hosting Italy and Hungary later this month.