"[Him and Ivan Rakitic] are two great players, everyone knows that, but hopefully we can do our jobs on Wednesday as a team and individuals and contain them".
The squad fly out to the Russian capital, Moscow, on Tuesday afternoon for their first World Cup semi-final in 28 years.
"We can take a lot of good things in the past in terms of '66 and what they achieved then", said Henderson.
Lovren, whose nation are into the semi-finals for the first time since 1998, said Croatia could play with freedom.
"But he is a world class player and he is extremely effective for his country, for his club, and he has been one of the best players here at the World Cup so far".
Vida has quietly been one of the standout performers at this World Cup, and Croatia will be relieved he avoided a suspension for a rather ill-advised video published online after the win over Russian Federation. England went to extra time and penalties in its first knockout stage match but not in its second and should be a bit more fresh.
They beat Tunisia in their tournament opener thanks to a late Harry Kane goal, brushed aside a poor Panama, edged out Colombia on penalties and easily beat Sweden in the quarter-finals.
"It's a massive game for us, we all know that, but there's no need to make it bigger than what it already is".
Croatia are a challenge for England.
The Three Lions' only worldwide title is the 1966 World Cup victory on home soil.
Ask anyone rooting for England in the World Cup, and they'll tell you, "It's coming home".
Kane managed just one shot in that 2-0 success but will relish facing a Croatia defence that have conceded four goals in their last three games, failing to keep a clean sheet in any of them.
Croatia, on the other hand, did not have easy wins this World Cup.
Despite that, Modric's three man-of-the-match performances and two winning penalties from Rakitic in shootout wins over Denmark and Russian Federation have seen them match Croatia's best-ever World Cup performance 20 years ago in France.
Strong, mobile, indefatigable and good in the air, Mandzukic looks to make life as hard as possible for the defence, stretching play to allow the likes of Modric the space they need to get into the danger zone around the box.
Southgate had all 23 of his players available with Jordan Henderson seemingly overcoming tight hamstring and Jamie Vardy, who was feared to have played this last game in Russian Federation with a groin injury.
But the England boss is well aware of the threat that Croatia pose in the centre of the field.
The captain was the man of the match again in the penalty shootout win over Russian Federation in Sochi at the weekend.