The on-loan forward now has 13 goals for the season following the 4-0 victory over the Millers. That was his 15th start of the campaign, while he's made a further six appearances from the bench in all competitions.
Gayle's first goal of the day came from a free kick after just six minutes, then, after Harvey Barnes made it 2-0, Gayle got his second before the break.
And in the 54th minute, he took advantage of a goalkeeping error to complete his hat-trick. The 28-year-old came off with eight minutes left.
Elsewhere in the Sky Bet Championship, Jack Colback played the full game for Nottingham Forest as they lost 1-0 to Steve McClaren's Queens Park Rangers.
In League One, Accrington Stanley got back to winning ways with a 3-0 success at Plymouth Argyle. Daniel Barlaser played for the first 85 minutes but Luke Charman did not feature.
Josef Yarney played the whole game and was booked as Morecambe won 3-0 against a Cambridge United side now managed by former Magpies coach Colin Calderwood.
On Sunday, Henri Saivet started for Bursaspor as they drew 1-1 with Yeni Malatyaspor in Turkey's Super Liga. The midfielder came off in stoppage time.