Shkupi had frustrated Rangers at Ibrox after Jamie Murphy's early opener, but Gerrard expects the Macedonians to adopt a more attacking approach in Skopje.
"They came with a game plan to be organised and a team block and to be difficult to break down," the former Liverpool captain told Sky Sports News. "I respect their gameplan at Ibrox but I expect something completely different on Tuesday.
"Shkupi are losing 2-0 in the tie at half time so if they come with an aggressive style and they want to push to get back into the tie, I actually think that's playing into our hands, because to push and to be aggressive, they obviously have to take risks."
Gers midfielder Scott Arfield has not travelled for the return leg as he is still struggling from a knock picked up in the first match.