Rangers go into the game with a two-goal advantage after a 4-2 victory in Denmark last week, but Gerrard wants his players to approach the game as if it was still 0-0.
He said: “Everything is to play for and I want to see hungry players and a hungry performance.
“Tomorrow is a good test from a mental view. I don’t want a casual team thinking that because it has a two-goal advantage the job is done. That won’t be the case.
“I’ve not had to stress that because Midtjylland deserve respect and the players know that at times last week they caused us problems.
“We are expecting a very tough 90 minutes tomorrow night so I haven’t felt the need to stress that point and the reason being because the first leg was very tough, even though the scoreline was in our favour.
The Rangers boss said his side have to take note after Celtic were eliminated from the Champions League qualifiers with a home defeat to Cluj.
He added: “What is showed last night is European ties are never over, even when you get a positive result in the first leg.
“My players need to take note of last night and make sure that we try and deal with our second leg much better.”
Gerrard feels his players are in a good place ahead of the game.
He said: “We have had a really positive training week going into this game, the players are smiling, they are enjoying their training and the intensity and the level is so high at the moment.
“So the level of us at the moment is exactly where I want it but the challenge it to try and maintain it.”