The United boss questioned the pair for missing Sunday's 3-1 Premier League win at Swansea, saying: "For the team, you have to do anything."
Smalling has a foot injury, while Shaw played in United's Europa League defeat by Fenerbahce on Thursday.
Shaw has played six league games this season since returning from a double leg break last September.
Asked by media if the two players were "flaky" characters, Southgate replied: "That wouldn't be my impression.
"Luke I know well and Luke's had a really tough injury. I think very often it's easy to look from the outside or to make judgements on people without knowing them really, really well."