England face Ukraine in Donetsk on Tuesday evening knowing that a draw will take them through to a last-eight meeting with either World and European champions Spain, Italy or Croatia - and eliminate the co-hosts.
Gerrard said: "We showed a lot of character against Sweden, but the disappointing thing is that I felt we shouldn't have needed to. After going a goal ahead and completely controlling the first half, it wasn't good to find ourselves behind and having to dig deep.
"We lost concentration at two set-pieces and we were punished both times.
"In terms of general play I thought we were very good.
"But at this level, if you defend like we did, then you're in trouble."
Gerrard added: "If you concede from set-pieces in international football then you generally lose.
"Moving forward we have to address those mistakes."