The former England and Liverpool captain, whose future is uncertain following Galaxy's MLS play-off defeat last week, posted a picture of himself on Instagram with Los Angeles in the background.
And an emotional caption said: "Special place, incredible view, I will miss you LA. #lalaland."
Gerrard, 36, has been playing in America for the last 18 months following his exit from boyhood club Liverpool and speculation over his future has been rife since Galaxy's penalty shootout defeat to Colorado Rapids.
The American club are hoping that he will stay in California for another season while there were reports earlier this week that he was planning his retirement.
Gerrard has made 19 appearances for Galaxy, scoring three goals