Available to stream now on All Red Video, Captains is a captivating 40-minute conversation between the trio at Anfield about the pride of skippering the club.
As part of it, the icons were asked to delve into their many highlights with the Reds and try to pick a standout.
See if they managed to do so below.
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Van Dijk
The current Liverpool captain opted for an occasion before he wore the armband on a permanent basis.
"There's plenty but the one that stands out is Barcelona at home," he says.
In May 2019, Liverpool defied very, very long odds to overturn a three-goal deficit and reach the Champions League final.
The 4-0 win against Barça in the second leg of a semi-final is possibly Anfield's greatest European night, even without the context Van Dijk reminds us of.
The Dutchman continues: "I think from the away game in Barcelona up until the home game, it was just such a crazy experience.
"Because away we obviously lost 3-0 but we came in the dressing room after the game thinking, 'How did we lose here 3-0?'
"Obviously we lost but it didn't feel that way. We had opportunities and we felt like we can still turn this around.
"Then we went to Newcastle and Newcastle away is always difficult. We scored in the last minute through Divock [Origi] with a header but then obviously we had some injuries – big injuries – in terms of Mo [Salah] being out, Bobby [Firmino] being out if I'm correct. And then we have to turn the 3-0 defeat around here.
"The whole build-up, the ride to the stadium, it felt special, it felt really like something is going to happen.
"And the manager said it as well: he doesn't believe that any team can turn this around against Barcelona, but with us he believes.
"As the game goes, we score the 1-0 [and it's] 1-0 at half-time. Gini [Wijnaldum] comes on and the rest is history.
"After the game when we were standing there in front of the Kop, we knew that we were not going to lose this final."
Gerrard
While not settling on one moment outright, Gerrard also reflected fondly on the journey to lifting club football's biggest prize in 2005.
A comeback for the ages versus AC Milan secured European Cup No.5, but the ride Rafael Benitez's side enjoyed to Istanbul is a key component to the story.
Gerrard begins: "It's difficult to pick one. Everyone's heard Istanbul a million times, but if you go back the whole journey, there were games...
"Olympiacos we went 1-0 down here and we had to get three. Before that game finished, we scored three really quickly and I scored one here, 86 minutes, to get us through.
"Then you go to the Chelsea game in the semi-final, which was a similar atmosphere to the Barcelona [game] where the fans are in earlier, European night. Then you have the goal: was it over the line, was it not over the line?
"It's difficult for me to pick one game because of what happened on the journey."
Souness
Souness nonchalantly regales us with his memories of the three European Cup finals he won as a Liverpool player.
The Scot's final act in Red was captaining the team to glory in AS Roma's backyard in 1984, having raised Old Big Ears previously in 1978 and 1981.
"So many fond memories. I think I'm the same in maybe one night in Europe," Souness offers. "But the three finals I played in were poor games.
"The first one, [Club] Brugge at Wembley, we were the winners the previous year and they didn't want to give us a game, just sat in and tried to counter.
"The second one was in Paris against Real Madrid. It's very different football now they play in Spain to then. It was cynical. If you watch the first half an hour of that game, you could have done away with the ball.
"The last one, the way it turned out for Roma [in] playing at home in a final, no-one fancied us, but we really fancied ourselves. Then it went to penalties.
"None of them were great games of football."
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