Alves joined the club in a £12million deal from Dutch side Heerenveen in January 2008, when Southgate was in charge at Boro.
Alves failed to become a hit at Middlesbrough.
“Alves? At most clubs now there is a group of people who make buying decisions. But no, I didn’t buy him,” Southgate told the Daily Express.
“But you make a decision. You can walk out – as Alan Curbishley did at West Ham – but if I had done that I might not have got another opportunity.
“There were players I did want and didn’t get. I wanted Brett Emerton and we could have had him for £750,000. That was one where I was told we had no money, but then years later we bought a £12million striker.”