The Ibrox club's 1-0 win over Russian side FC Ufa in Glasgow puts them in the driving seat to clinch continental competition until at least Christmas.
But despite Gerrard's team now being undefeated in his opening 10 games in charge, he still wants more.
"I was disappointed in our first-half showing," he told RangersTV.
"I just felt that we were a gear down today, a little bit flat. But maybe I'm expecting too much, too soon because the players have spoilt me."
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The victory over European debutants Ufa was Rangers' sixth of the season and fifth in European competition.
It is a trend Gerrard is confident can continue in the second leg next Thursday, but the Rangers manager says his team will still go out to clinch a vital away goal.
"I've got belief and confidence in my players that we can go and finish the job off," he added. "We need a performance full of heroes and warriors next week.
"We'll do whatever it takes to try and get over the line, whether that's another clean sheet or having people on the pitch who are capable of getting that away goal.
"I believe if we get another goal it'll be a big task for them."