The Ibrox boss watched his team battle out a goalless draw against Legia Warsaw.
But he was left frustrated after Alfredo Morelos failed to grab a crucial away goal as he fired straight at home keeper Radoslaw Majecki midway through the second period with his side’s best opening.
Nikola Katic also came close with a header as the Light Blues almost hushed the notoriously noisy Polish Army Stadium.
Now Gerrard has called on the Ibrox faithful to turn up the volume for next week’s do-or-die second leg.
He told RangersTV: “The one big chance of the night has come to us and unfortunately we couldn’t take it.
“There’s a lot of things about the game that we’re very pleased about. I thought we stuck together in a very hostile atmosphere.
“Legia area good team and I thought they proved that tonight.
“Certainly in the first half we were really, really good. We all backed ourselves, we all played and gave a real good account of ourselves. Second half I felt we lacked a bit of bravery.
“We were passing it well but with no real penetration beside Alfredo’s opening, which was a real chance, and Niko’s half chance with the header.
“I would have liked to see us create a bit more second half but all in all we’ve come to a real tough place and kept a clean sheet.
“The tie is in the balance but we’re going back to our place now so the atmosphere completely changes full circle.
“The boys need the four sides of the ground next week to get the place jumping and rocking. Every challenge, every decision, the crowd have to be with us from start to finish. I would like to see us being braver in the final third but I’m sure that will come.
“The majority of the time at Ibrox we do create chances. If we can take our chances I expect us to score the goals that will take us through.
“But because we haven’t got the away goal it’s important that we defend well too.”
Gerrard was left to praise the displays of goalkeeper Allan McGregor and Ryan Jack as both men kept their cool amid the red-hot cauldron.
He said: “Do we not say that about them most weeks? I’ve been talking now about Ryan Jack’s consistency for a long time.
“Ryan loves a challenge, he loves the big stage and I think he’s really enjoying playing in this system.
“We need to keep him in this form as long as we can.
“On night’s like tonight when we’re playing against these teams with experience and spend a lot of money, it’s only normal that we’re going to have to rely on Allan.
“But again he was big for us.”