The Liverpool captain scored a penalty in his side's 2-1 fifth round defeat at Arsenal on Sunday, after goals from Alex Oxlade-Chamberlain and Lukas Podolski had put the hosts in command at the Emirates Stadium.
Brendan Rodgers' side were denied what looked to be another spot kick shortly after Gerrard's 60th-minute effort, as Oxlade-Chamberlain brought down Luis Suarez in the area.
Gerrard described the incident as a "stonewall penalty", but referee Howard Webb waved away the visitors' appeals, allowing Arsenal to gain a measure of revenge for their 5-1 top-flight mauling at Anfield last week.
The 33-year-old England skipper expressed his bewilderment with Webb's decision, but called on his team-mates to respond immediately against Swansea City on Sunday to maintain their challenge for UEFA Champions League qualification.
"In my opinion it was a stonewall penalty," Gerrard told the Liverpool Echo.
"It was even more blatant than the penalty which was awarded.
"Howard Webb is a top referee and I'm sure he will have a look at himself. He obviously did not think it was a foul, but I am disappointed with the decision.
"Going out of the cup is a blow but the effort, the attitude and the character was excellent.
"There is nothing to be down about. Sometimes you just don't get what you deserve from games and this was an example of that.
"We have to move on, dust ourselves off and go again against Swansea next Sunday. The way we're playing at the moment, we're a match for anyone.
"We need to bounce back quickly - that's what top sides do after a setback."
