Numerous fans had taken the 18-hour train journey from Moscow, which is about 900 km (559.23 miles) to the north of Volgograd, and had built up a huge sense of anticipation before the game, believing that England would easily beat Tunisia.
England face Tunisia in their opening World Cup match in Volgograd on Monday.
Russian media said authorities used planes in the months before the game to spray the area around the stadium, which is next to the massive Volga river, with a special substance created to kill them off, but the effort was only partially successful.
England fans who watched their team beat Tunisia 2-1 on Monday said they had been on tenterhooks until the stoppage-time winning goal, fearing that their long trip to southern Russian Federation might end in disappointment.
Kane says that, despite being captain, leadership will be shared among players but that he knows he has to deliver the goals.
"The people here have been awesome too here - really friendly, great culture, great football". It gives us a huge lift to see the fans in the stadium.More news: England leave it late in the opening win
Teams of volunteers have been greeting supporters with chants and high-fives as they arrive at the million-strong city's airport and main train station, while guides have been deployed throughout the centre.
This led the Foreign Affairs Committee of backbench MPs to write a very pessimistic report earlier this month about the United Kingdom government's readiness for incidents involving England fans at Russian Federation 2018.
The group, along with deputy British ambassador Lindsay Skoll, gathered in the Hall of Military Glory at Mamayev Kurgan.
Both Russian and British authorities were determined to avoid a repeat of the violence, with London confiscating the passports of more than 1,000 known hooligans before the World Cup and Moscow clamping down on those with a history of troublemaking at games.
"I think if the Skripal business hadn't happened we would have had 10,000 here", he said.