Former Newcastle striker Shearer has been touted as a possible successor to under-fire Allardyce at St James' Park should owner Mike Ashley decide to dispense with his services after a poor start to the season.
"Sam is a very experienced manager and I think he will be able to guide them through the times they are having at the moment. I am sure he could do with Alan coming out and saying, 'I'm not interested,'" Southgate told The Times.
"I don't know if it piles extra pressure on him with Alan not saying anything.
"All I do know is that Newcastle are higher in the table than they were this time last year, and I am sure they will end up finishing higher than they did last season.
"For any manager, it takes time to change a club around, and I am sure Sam will sort it out."Reuse content