"It's not like it was a little one."
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Gayle had earlier survived two close calls as Australia dismissed both West Indian openers within the first five overs.
Gayle survived his first call of caught behind with the ball found to have bizarrely hit the stumps on the way through to Alex Carey rather than Gayle's bat.
The next one was an inswinging full toss from Mitch Starc which smashed into his pads.
He reviewed immediately with the ball missing the stumps by a long way.
Finally, Australia had their man with Gayle removed LBW.
Gayle reviewed again but the DRS found the ball was clipping leg stump and the big hitting star had to walk off.
It was the second West Indies wicket to fall after Evin Lewis was caught by Steve Smith off Pat Cummins.
Australia went on to win the game by 15 runs.