"We felt our best chance was penalties because we had no energy left," admitted Gerrard.
"We always knew if it went to penalties we had a really good chance, we feel we've got the better goalkeeper on the day. He made a great save in the last minute and he deserves to be the hero.
"It's very special, the supporters are fantastic and West Ham were brilliant today, but we had the never say die attitude.
"It's a dream for me to score two, and a penalty, and to be able to celebrate with all these magnificent fans.
"We've got a great team spirit - It doesn't matter how many goals we go down, we'll keep fighting till the end."