Gerrard has won every major title in European football, apart from the League title.
He told ESPN: "There'd be a hole missing in my career but I don't think I'd spend the rest of my life being irritated or annoyed or frustrated.
"I don't think that would be fair on myself. [Ever since] I broke into this team at 18 years of age I've tried to win the title but it hasn't happened.
"I've got a couple more chances and I'll continue to fight for it."
Asked what he would change about his career, he said: "To have a league winner's medal, of course.
"We came so close under Rafa Benitez (in 2008-09). We drew a couple of games I think we should have won.
"That's a couple of regrets I have looking back, but I am one who looks forward."
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