Gayle, who ended his year-long stand-off with West Indies Cricket Board, smashed four fours and two sixes.
Darren Bravo returned to form with an unbeaten 112 and Dwayne Smith made 96 to propel West Indians to 335 for four in 50 overs.
The visitors won by 228 runs after bowling out the hosts for a paltry 107.
Ravi Rampaul, Andre Russell and Gayle claimed two wickets each.
Mumbai Roundup: 9 incidents that took place this week
Photos: Ajay Devgn, Parineeti, Tabu at 'Golmaal Again' trailer launch
Photos: Dipika Pallikal Karthik oozes oomph in bikinis and sarees
Photos: Kareena Kapoor Khan's grand birthday bash
Photos: 'Dangal' girls Sanya Malhotra, Fatima Sana Shaikh's dinner outing