After working as an assistant at
Zagreb,
Cibona VIP,
Ural Great Perm and
Spirou Charleroi, Gjergja was appointed head coach of
Liège in 2009, working at the club until 2011. Gjergja signed with
Oostende in December 2011. He was named the
Coach of the Year in Belgium for the 2012–13 season. In May 2014, he extended his contract for three more years. In February 2017, Gjergja extended his contract with Oostende for another four years. He decided to step away from Oostende on 7 June 2025, after winning his 14th
Belgian Championship in fourteen years of coaching the club. On 11 June 2025, Gjergja signed with
Limoges CSP of the French
LNB Élite. ==National team coaching career==