The Magpies frontman, who is on loan at The Hawthorns until the end of the season, opened the scoring after quarter of an hour, rounding off a fine team move by turning in the box and rounding goalkeeper Jack Butland before slotting home.
It was an excellent start for Darren Moore’s side, and they doubled their lead just before the hour when the 27-year-old thumped home after latching onto Jake Livermore’s pass.
That takes Gayle’s tally to the season to three goals in six games, and despite Erik Pieters' late consolation, the Baggies moved up to ninth in the Championship table.
Elsewhere in the second tier, Jack Colback returned to the Nottingham Forest line-up for their defeat at Brentford at the weekend.
Forest were beaten 2-1 at Griffin Park, but Colback played the full 90 minutes after missing out on the Carabao Cup victory over parent club United in midweek.
Young duo Dan Barlaser and Luke Charman both joined League One side Accrington Stanley on loan on Friday.
And Barlaser was an unused substitute as his new side drew 1-1 with Scunthorpe United, while Charman was ineligible.
Josef Yarney, though, completed 90 minutes for Morecambe, lining up at centre half as they were beaten 3-2 at Bury in League Two.
And further afield, Henri Saivet was part of the Bursaspor side which earned a 1-1 draw at home to Besiktas in the Turkish Super Lig.