Gerrard announced last weekend that he would depart Anfield at the end of the current campaign, and subsequently revealed the United States to be his destination.
The announcement took many in the sport by surprise, including team-mate Skrtel, who believes the 34-year-old will leave a huge void.
"I found out when I read the newspapers," he told the Liverpool Echo. "I was shocked to be honest.
"He's been here for such a long time and when he's not here after this season it's going to be different. It won't be the same.
'It will be difficult without him. He's the leader on the pitch. He's a great player and a nice guy as well.
"We will miss him both on and off the pitch. It will be really difficult to replace him.
"He has made his decision and we have to respect it. It's up to him and his family. He knows what is best for them.
"We wish him all the best in the next stage of his career.
Gerrard scored both Liverpool goals in a 2-1 FA Cup third-round win at AFC Wimbledon on Monday.
The final of this year's Cup takes place on Gerrard's 35th birthday, and Skrtel hopes Liverpool can go all the way for their departing skipper.
"Stevie showed [on Monday] how important he is for us," he added. "He showed his quality with two great goals and proved what a great player he still is.
"It would be nice if we can win the FA Cup. We want Stevie to finish this career here with another trophy.
"There is a long way to go in the competition but we will try our best."
