It didn’t affect the result of their round-of-32 tie, though, as Ryan Kent’s second-half strike saw Gers win 1-0 at Portuguese side Braga and go through 4-2 on aggregate.
The penalty, taken by Ianis Hagi, was saved by Braga keeper Matheus but was the only negative part of the evening for Gers.
It does raise more concerns going forward as that was Rangers’ sixth penalty failure in ten attempts this season and their fourth miss in their last five.
The misses have come from a variety of players, too – captain James Tavernier was taken off penalty duties after his third miss of the season, then Alfredo Morelos in the Betfred Cup final, Scott Arfield and now Hagi have failed to score. Jermain Defoe is their only successful scorer.
After the game, Gerrard, who scored 82 per cent of his 57 penalties at Liverpool, joked he may need to show the Rangers players how it’s done.
He told BT Sport: “I’m on the next one!
“We are trying to find a solution in that area, penalties are tough especially in pressure situations.
“We have some younger players but we will try to find the next solution … and if all else fails I take them myself!”
Rangers now must wait to learn who their round-of-16 opponents are and they could be pitted against long-time rivals Celtic if the Hoops get through their tie against FC Copenhagen on Thursday.
And Gerrard says he and his players will be “ready for whatever comes our way.”
He added: “This is a team who finished top of the group and hadn’t lost to anyone else under this manager.
“Over the course of the match, the players deserve this, this is no fluke. It is something that has been earned with sheer hard graft.
“I am proud of the players – to a man they were outstanding.
“It is one thing giving a team a game plan, but you have got to trust them to carry it out. I thought they were faultless, certainly out of possession.
“The game plan was to go out and soak it up at times but also carry a threat.
“What we need to do is enjoy tonight.
“We will be really proud when we sit there and we’ll be ready for whatever comes out way.”
Steven Gerrard joked he would take Rangers’ next penalty after watching his side fail to convert from the spot during their Europa League match on Wednesday.