
McClaren's job hangs in the balance and it is widely expected that he will be sacked should England fail to qualify for Euro 2008.
Unless Croatia lose to Macedonia FYR Saturday, their only hope of making the finals is that Russia drop points against either Israel on Saturday or Andorra on Wednesday, but even then England would have to beat Croatia at Wembley.
But Gerrard, standing in as captain for the injured John Terry, insisted McClaren should stay on even if England go out.
"I've got a lot of faith in him, I've enjoyed working with him and speaking to the other players I'm sure they feel the same," he said.
"There is no point changing managers every five months or every year. You need continuity and I feel we are moving in the right direction."
Forward Michael Owen called on England to keep their focus through Friday's friendly against Austria, even though their fate will effectively be decided in Skopje and Tel Aviv the following day.
"It could be a difficult week," he said.
"We have got to try to block out quite a lot of things and be in the right mental and physical state so if anything was to go for us on Saturday then we will be in the right frame of mind to go on and do our best on the Wednesday.
"It is all about preparing right and being in the right frame of mind to pounce.
"We have to believe if we win that we will qualify; we have to think that, otherwise you get lazy in your training and we would be fools to let it slip when we only have one game left."