Gerrard makes his return to enemy territory on Saturday as Aston Villa manager, hoping to deepen Everton's fears of being dragged into a relegation battle.
"I'm disappointed for Rafa because obviously I've got a relationship and I've got an awful lot of respect for him," said Gerrard.
"I have to be honest, I thought it was a unique appointment at the time. I was surprised and shocked that Rafa wanted to go and have a go at that job.
"With his legacy and his relationship with Liverpool, that was a surprise."
Duncan Ferguson will take temporary charge of the Toffees at the weekend and Gerrard is expecting a frosty reception as a Liverpool legend.
"Loads of abuse, loads of banter, which is fine, because it takes the heat off my players and they can focus on playing," he added.
"My shoulders are broad enough and my skin's thick enough to accept it. I enjoy that warm welcome and I've got no problem with it."