Last night's draw for Cardiff at Leicester increased the chances of Forest needing three wins out of three to stay up but Gerrard has seen it happen before when he was the Oldham goalkeeper as they produced a hat-trick of victories to stay in the Premiership.
"There were three games left and we had to win them all - and that included beating Villa away when they were challenging for the title," he said.
"It was unbelievable. I think we stayed up by one goal.
"Oldham was such a small club that it was always a struggle to stay in the Premiership. We really had nothing to lose.
"The difference is Oldham were a small fish in a large pond. Here it is completely different.
"Most people, even outside the club, still regard Forest as a Premiership club.
"They all know how big the club is and that, really, we shouldn't even be in the Championship.
"Because of the size of Forest, there is going to be a lot of pressure on us in the last three games."