Gayle - named the Sky Bet Championship Player of the Month for September last week - equalised for the Baggies with a header in the 49th minute after Lenadro Bacuna had given the Royals the lead at The Hawthorns.
Then 14 minutes later he got the final touch to a Kyle Bartley effort to turn the game on its head, before Darren Moore's side added two more goals to continue their impressive start to the season. Gayle played the whole game.
Elsewhere in the Championship, Jack Colback completed 90 minutes as Nottingham Forest beat Middlesbrough 2-0.
In League One, Accrington Stanley lost 1-0 to Shrewsbury Town. Former Magpies youngster Alex Gilliead scored the game's only goal, with Daniel Barlaser playing the full match but Luke Charman still awaiting his debut for the Lancashire club.
Josef Yarney - who turned 21 on Monday - started and finished Morecambe's 4-3 defeat to Tranmere Rovers in League Two while Rolando Aarons appeared as a 75th-minute substitute for Slovan Liberec as they beat Zlin 1-0 on Friday.
However, Henri Saivet did not feature for Bursaspor as they won 1-0 against Ankaragücü on Saturday.