The Reds thought they had pulled level when Andy Carroll powered a header at Peter Cech on 81 minutes only for the 'keeper to push the ball on to the bar.
Liverpool fans and players alike believed the ball had crossed the line; however, officials disagreed and the score remained 2-1.
"It's difficult for the officials," Gerrard told liverpoolfc.tv. "Obviously from a biased point of view, we've got an argument with the computer image but the officials have got an impossible task when it's so close and until technology comes in, then with decisions like that, you can't really put a big argument forward.
"It's one of those things: Chelsea got a bit of luck against Tottenham in the semi; they got a bit of luck again today. Maybe this was their year."