Khawaja (8) was unimpressed when given out caught behind by umpire Mick Martell but was given no respite from third umpire Michael Kumutat, who has the option of overturning incorrect decisions.
Instead, it was Gayle who had a decision overruled after he had charged to 20 and survived a loud appeal.
Kumutat, without the use of traditional review methods Hotspot and Snicko, found enough in the replays to remove a clearly bemused Gayle.
The Thunder never recovered, and it was only a 33-run partnership between Tim Armstrong (25) and Scott Coyte (12) which gave their bowlers a tinge of hope.
A furious Thunder captain Dan Smith slammed the decision to remove Gayle, who was adamant that he didn't hit the ball, and deny the crowd of 12,363.
"I'm taking my player's word over any replay or what (the third umpire) thinks he saw,'' Smith told reporters after the game.
"I don't know how you can be 100 per cent sure a bloke hit it. That's the hard thing to take especially when it's such a big scalp.
"There's always going to be mistakes in cricket - we made plenty of them - but I don't know if this referral system works or doesn't work.''
Gayle told reporters after the game that he had not touched the ball and was clearly stunned when it was overturned.
"I didn't feel anything on the bat,'' he said.
"If I'd touched it I would've said I'd touched it. But that's part of the game.
"There's nothing I could've done about it, but once you're given out you've got to leave.''
Gayle revealed he thought he had heard a noise in Khawaja's dismissal, though Coulter-Nile said he didn't even appeal for the wicket because of a lack of noise.
"I couldn't hear a thing out there, so I was just going by deviation,'' he said.
"I saw a bit with Chris's but I didn't see anything in Uzi's.''
- AAP
