Boro will face the Blues at the Riverside Stadium on Saturday.
“We have got to accept that Chelsea keep the ball better than the teams we have played so far this season,” Southgate told Sky Sports News.
“They have got some special players but if we stand there and admire them they will have a field day so we have to make sure we give them one hell of a game.
“We had a spell last year where we went a long period without a win and we ended that by beating Arsenal, so we know we are capable of winning any game we go into and we have probably dealt with the recent spell a bit better.
“They [Chelsea] are an outstanding team and by rights we should have no chance, but football on any given day doesn’t work out like that and we are capable of producing performances.”