England penalty-takers Marcus Rashford, Jadon Sancho and Bukayo Saka were targeted with racist abuse on social media after they missed from the spot during a penalty shootout.
Boxer Nicola Adams, Good Morning Britain presenter Alex Beresford and singer Lily Allen were among the celebrities to criticise the behaviour of those who abused the players online.
Compston tweeted: “Knives out from some who had them knighted yesterday.
“Southgate and his team carried themselves with class.
“He led with humility, Rashford & Sterling role models for youngsters football or other wise credit to their country.
“Those that boo and abuse them are what’s wrong with it.”
Adams said the “sickening” abuse of players and attacks shows “exactly why football players are taking a knee”.
She added that England has “a very big problem with racism”, adding: “And this time it cannot be explained away!”
Comedian Bill Bailey congratulated England on reaching the final.
He added: “Only a year until the World Cup, a young side full of talent, who played well on the pitch and conducted themselves with dignity off it – unlike some thuggish boneheaded fans who deserve our contempt.”
His former Strictly Come Dancing partner, Oti Mabuse, also condemned the abuse.
She wrote on Instagram: “So so proud, they did so well – there is no need for attacks especially racial attack in a sport that we all enjoyed equally – more so when we were winning!”
Mabuse said that although she is not from England, she felt “engaged and involved and excited to be apart of a beautiful conversation about sport!”
“Let’s support all of them and send them love,” she added.
Singer Allen criticised the “truly pathetic and entirely predictable behaviour from England fans”.
TV presenter Beresford tweeted: “Whilst we point blame at social media companies for letting racist abuse through, that’s not the source!
“When those 3 lions stepped up don’t think they didn’t know what was on the line. They knew they risked facing racism by their supporters, and still they stepped up for you/us.”
BBC Breakfast presenter Dan Walker tweeted: “If #EURO2020 has got you into football, it’s disappointingly familiar to be mortified by the behaviour of a small number of fooligans.
“It’s also normal to not allow the bruises of the past to crush your dreams that… one day… it could happen. Win Together. Lose together.”
Television presenter and journalist Piers Morgan, who was at Sunday’s game, said he was “pleased to hear loud applause drown out a few boos” when England’s players took the knee against racism before kick off.
“Then our black stars get horrifically racially abused after the game,” he added. “This is why they take the knee. This is why I support them in taking the knee.”
Alongside a picture of Rashford, Saka, Sancho and Raheem Sterling, singer Peter Andre tweeted that he was “proud” of the players.
He added: “To wake up and read the racist remarks aimed at them makes me so sad and angry.
“It’s completely unacceptable. It’s called the beautiful game. Racist Thugs make it ugly. So sad.”