Maddison texted the England boss to warn him about The Sun on Sunday’s exclusive about him gambling in a casino.
The Leicester star, 22, was seen playing at a table last Friday night as England crashed to the Czech Republic.
He had been sent home with a virus 24 hours before the Euro 2020 qualifier.
But Southgate claims he has been too busy preparing for tonight’s game against Bulgaria to speak to him.
The England chief said: “He sent a message to say the story was going in the paper.
“But I have not had a conversation with James — my focus is on the game.”
Southgate believes the story, and 2-1 defeat in Prague, will provide big lessons for Maddison and other young members of his squad.
He added: “I’m sure he recognises now that when you’re involved with England, there’s a different spotlight on you.
“For any young player that’s coming into the squad, they probably aren’t as aware of that.
“Some of the others are now aware that when you lose a game with England, the reaction is completely different to anything you face with your club.”
Southgate will contact Foxes midfielder Maddison this week to discuss the embarrassing episode.
He said: “To be honest, my focus has to be with the 22 players that are here.
“It’s all about getting the reaction we want and getting everybody in the right place for the game.
“But it’s down to every individual player when they are released from the squad, they are at liberty to do whatever they choose.”
Three Lions captain Harry Kane added: “He was ill. He got sent home. He did what he did. It is not the end of the world — but I think that it is something he will learn from.”
Talisman Kane played down the chances of having to lead the team off the pitch in the event of suffering racist abuse tonight.
Uefa ordered that 5,000 seats be left empty in Sofia after Bulgaria were found guilty of racist chanting in matches against Kosovo and Czech Republic in June.
But Tottenham star Kane said: “We had a meeting at the start of the week about the things that could happen out there.
“There’s a protocol in place that Uefa has set. Hopefully we don’t have to cross that bridge.”
England can book their place in next summer’s Euros if they beat Bulgaria and Kosovo also fail to win against Montenegro.