Rangers made it into the second qualifying round following a 2-0 win against the Macedonian team in the home leg.
Gerrard admitted that he wasn't completely happy with his sides' performance in the second leg.
The new boss told RangersTV:
"I’m a bit mixed right now. We’re pleased with one side of the game but there is certainly a hell of a lot of work to do on the other side."
"Out of possession we were good, our shape was good. We were aggressive and I’m pleased with the clean sheet. I thought Allan McGregor and my two centre-backs [Connor Goldson and Nikola Katic] were outstanding."
Rangers looked in control for most of the game, but were unable to convert.
They will now go on to face either Petroclub of Moldova or Croatian side Osijek.
Gerrard accepts that there is a lot of work to be done before then.
"Shkupi got one real chance on goal late on which we will look at but our game management was really good. We handled everything that was put at us bar that one chance."
"So there is definitely a base there for how we want to look away from home. It’s a platform to build on. But I’m disappointed with us in possession for the first 30 minutes. I don’t think we passed the ball well enough, and throughout the game there was a serious lack of quality in the final third."
"We will get better on the ball and we will improve in the final third. There are things I’m pleased at, but I am concerned about the lack of quality in the final third."