A double from Luis Suarez condemned the Three Lions to a 2-1 defeat that has left their chances of qualifying for the knockout stages hanging in the balance.
"It is frustrating. We never managed the game well enough when we got the equaliser. We can't give chances to Luis Suarez because he buries them from that position," Gerrard is quoted as saying by FIFA.com.
"It's a really tough moment for everyone in the dressing room but we need to be professional, keep fighting and pray for that scoreline to go for us.
"[We are] sort of frustrated because looking at the two games and how we have performed we sort of deserve something out of either one of them if not both of them."