The Bhoys ran out 1-0 winners, thanks to Olivier Ntcham's 62nd minute goal at Celtic Park, giving Gerrard's old Liverpool manager, Brendan Rodgers, victory.
Despite their previous unbeaten run, Rangers' tally of five points is the lowest after four games since the 1989-90 season, when they won one, drew one and lost two of their opening games.
The club nevertheless won the league that season, in what is potentially a promising omen.
Rangers lose for the first time under Steven Gerrard, in their 13th match.— Sky Sports Statto (@SkySportsStatto) 2 September 2018
The Ibrox club have 5️⃣ points - their fewest after 4️⃣ games of a league season since 1989-90 (W1 D1 L2) pic.twitter.com/rtynGK3iQu
Gerrard's main success thus far has come in the Europa League, as his side progressed to the group stages from the first qualifying round.
They have also progressed to the third round of the Scottish League Cup after a 3-1 success against Kilmarnock.
Rangers next face Dundee in the SPL, before their first European encounter of the season against Villarreal.