Generalized minimal Gershgorin set is introduced to locate all generalized tensor eigenvalues. It is proved that this set is tighter than the well-known generalized Gershgorin set. A sequence of approximation sets were also conducted in order to obtain the generalized minimal Gershgorin set and prove that the limit of this sequence is the generalized minimal Gershgorin set. Furthermore, we use numerical examples and figures to illustrate the benefits of our results.