But Lions robbed by VAR penalty
into the box. Vardy looked in until Mattia De Sciglio slid in to nick the ball off him just as he shaped to shoot.
In the 17th minute, Antonio Candreva sent over a fine cross from the right flank and Immobile found space to connect with a free header.
But he sent his effort wide of the target, much to his frustration as he knew he ought to have done better.
Sterling burst through superbly to tee up Vardy, but he was denied by goalkeeper Gianluigi Donnarumma’s legs.
Soon after, in the 26th minute, England were ahead. Sterling powered forward again and was fouled by Marco Parolo.
Lingard had the presence of mind to take the free-kick in a flash, spotting Vardy to his right. And the England No.9 smashed a shot which flew high to the left of Donnarumma and into the net.
The lively Immobile had a shot deflected off Kyle Walker for a corner.
Once again Sterling drove through the middle really well and laid the ball off for the overlapping Ashley Young.
His cross-cum-shot deflected off Davide Zappacosta for a corner.
Shimmy
England remained bright after the break and Sterling put in Young who darted into the box with a shimmy before having his shot blocked.
Oxlade-Chamberlain found space, after more good work from Sterling, to drive a firm left-foot shot at AC Milan stopper Donnarumma.
With this being probably the last chance to impress Southgate before he names his squad for Russia, Burnley centre-back James Tarkowski did not look out of place on the left of a three-man defence.
But it was his foul on Federico Chiesa that gave away the penalty which Lorenzo Insigne converted for the equaliser three minutes from time.
However, the decision called on referee Deniz Aytekin to use VAR, with replays being far from conclusive.
Southgate will have been pleased to send on Adam Lallana on the hour.
It was the injury-hit Liverpool player’s first England appearance this season.
Lallana was not the only one to profit as sub Lewis Cook’s entry in the 71st minute earned his grandad £17,000, having placed a £500 bet three years ago that his grandson would one day win an England cap.