Gerrard said:
"Getting knocked out by Brazil in Japan and losing to Portugal in June showed we've still got to prove we can improve to get on to the next level.
"If we are to progress past quarter-finals in these big competitions, we need to learn...how to deal with being ahead in games and finishing teams off.
"We have got to keep our shape and keep doing the things we were when we were leading, but it is a mental thing as well," said Gerrard, who scored England's second goal on Saturday.
"When you have let games slip before, it does creep in mentally."