The midfielder celebrated more than 10 years as a Reds player by competing in a 2-0 victory over Olympiacos in front of 45,000 fans.
"The atmosphere was great and it was emotional," Gerrard told the Liverpool Echo. "I was holding back at times.
"The fans have always been behind me from day one. I can't thank everyone enough for their generosity."
It is reported that the match raised over £1.4m for charity.