The two men feature in a collection of special interviews to mark the 20th anniversary of the disaster, which feature on the Belfast Telegraph website.
The Liverpool skipper discusses how he felt while watching the tragedy unfold.
He said he was left “really, really shocked and saddened” to see the scenes live on television.
He said as a little boy he lay in bed that night thinking and “praying” for the people caught up in the disaster.
But Gerrard reveals how they got the “dreaded knock” at their door the next day to tell them a member of the family had been one of the victims.
And he explains how the memory of his 10 year-old cousin Jon-Paul Gilhooley — the youngest victim — has spurred him on to be the top footballer he is today.
He added that Liverpool Football Club is a family, on and off the pitch.
“It is not just about what happens on the pitch. We are all one off the pitch,” he said.
“The memory of Hillsborough is very central and very important to this club and the 96 will never be forgotten, as well as the people that got hurt.
“It is important these people get remembered individually and not just as a number of 96.”
He said the victims’ families, who this year will receive the Freedom of the City, have acted “with dignity”.
“I think they should be proud of themselves,” he said.
“I know how horrific it has been for them. They should be proud of themselves,” he added.
Rafa Benitez said he wasn’t aware of the seriousness of Hillsborough until he saw the news that day in 1989.
And when he joined the club he said he was “amazed” by the people who attended the annual memorial services.
“(Every year) It is similar but different, you can feel what it means for everyone,” he said.
He added that he was “really impressed by the families”.
“They are doing a good job to keep the memory of the people (alive).
“I think they are doing really well.
“They have to keep going because it the best thing for the rest of the family.”
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