Gerrard will celebrate the 10th anniversary of his debut for Liverpool this weekend.
“My priority is to win the Premier League. We believe we are good enough to challenge,” Gerrard told the Daily Express.
“Everyone wants it so badly here. I want it because I have never won it – and I don’t want to finish my career without one.”
Gerrard added: “Getting involved in the title race and staying in it is a completely different challenge to what we are used to at Liverpool.
“To finish in the top four you can have a defeat and it does not hit you that bad. Two successive defeats in the title race and it could be over. But we are in there and everyone wants to make sure that’s the case at the end of the season.
“I’m coming up to 10 years and it doesn’t feel like that. It’s flown.
“I’m sure the next five or six will be exactly the same, that’s why I have to make the most of every minute I’ve got.”