In December 2018, Yoshida was one of 23 Japanese players selected for the 2019 AFC Asian Cup. Ahead of the tournament, he was given the captaincy once again. Yoshida started the tournament as captain well when he helped Japan win 3–2 against Turkmenistan. In a follow–up match against Oman, Yoshida led the side to keep a clean sheet, in a 1–0 win to advance to the knockout stage. He later helped Japan keep three clean sheets that led the Samurai Blue reaching the final for the first time since 2011. In the AFC Asian Cup final against Qatar, Yoshida started and captained the side, as they lost 3–1, finishing as runner–up in the process. During the match, he was penalised for handball, leading Qatar to successfully convert the penalty to give the opposition team a 3–1 lead. After the match, Yoshida said: "I felt that the team had a good performance in the (semi-final) match against Iran, and they felt that they were going to be able to go this way and be able to go this way. I couldn't control, and I didn't win. I feel unhappy." However, Yoshida's call-up to the tournament caused squad selection problems for new Southampton manager Ralph Hasenhüttl during his absence. In response, he acknowledged the risk he took by playing for Japan in the Asian Cup.