Southgate effectively used a three-man defence in the 1-0 friendly loss in Germany on Wednesday.
It is the same system used to good effect by Premier League leaders Chelsea and Italian champions Juventus.
"If he [Southgate] feels that's the right way to go, I think it's a really good way of playing," former England player Scholes told BBC's Sportsweek.
"Over the past few years we seem to copy whoever is doing well, whether it's Spain or Germany. There was a spell when academies were copying what even Belgium were trying to do.
"I think it's about time now that Gareth and his staff brought an identity to English football and the national team that we can be proud of.
"It's going to be difficult and it will take a little bit of time, but if he's playing this way and England are being successful then that's what it's all about."
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England's defeat in Germany was their first in four games under Southgate, who was made permanent boss last November after having taken over on a temporary basis following the departure of Sam Allardyce.
Southgate, who represented England as a player, was previously manager of the under-21 side, after having led Middlesbrough from 2006 to 2009.
"I really liked Gareth when I played with him," said Scholes. "He was good with the young lads... he's been successful with England which not many players have been, getting to the semi-finals of Euro 96."
Scholes said that Southgate maybe hadn't fully "earned his stripes" at domestic club or European level, but added: "We've been down the route of so-called super coaches who haven't worked.
"Now we've got a passionate man in charge, he likes to play young players which is good," added the ex-Manchester United midfielder. "Hopefully the future is bright under him."
In Germany, England were without captain Wayne Rooney, who will also be missing for the 2018 World Cup qualifier against Lithuania on Sunday as he recovers from a leg injury.
The 31-year-old has struggled to claim a starting place for Manchester United this season but former team-mate Scholes still feels he has "a part to play" for both club and country.
"He's got great experience and he can pass knowledge on to young players," said Scholes.
Rooney has been linked with a return to his first club Everton this summer, but Scholes believes staying and reclaiming his place in the United side would aid his England chances.
"I don't want him to go to another English club, I hope he gets back in the United team," he added. "If he gets back in the United team then he is straight back into the England side."

No-one has applied for the job of lollipop man or woman at Broughton Moor Primary School in Allerdale, Cumbria, despite repeated advertisements since January 2011.
Cumbria County Council has proposed scrapping the post and reallocating the money to the town's general budget.
Traffic calming measures had been installed on the road, it said.
England boss Gareth Southgate must establish an identity for the national side, says Paul Scholes.
[NEXT_CONCEPT]
A school crossing patrol could be permanently scrapped after a four-year search for someone to staff it failed.