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Experienced all-rounder Jason Holder and first-innings century-maker Nkrumah Bonner steadied the ship, surviving until the end at Viv Richards Stadium on the island of Antigua.
Holder bowled Saqib Mahmood to become only the fourth player to claim four wickets in four balls in T20 history having already secured the scalps of Chris Jordan, Sam Billings and Adil Rashid off consecutive balls.
The all-rounder will be available for selection for Friday's match against Bangladesh.
Former captain Gayle, 39, will be playing in his fifth World Cup and has amassed over 10,000 runs in 289 ODIs for the Caribbean side.
Both teams are on three points from four games, having lost two games with one game each being a washout.
West Indies will next take on five-time champions Australia on June 6.
The lanky speedster said his side has been as competitive a Test side as any despite the numbers not stacking up in his favour.
The West Indies captain hopes England will reciprocate his team's visit during the COVID-19 pandemic and tour the Caribbean later this year.
The 29-year-old became the first England player to reach the top spot since Andrew Flintoff in May, 2006.
England are ahead by 170 runs with two wickets in hand at close on day four of the first Test at Southampton.
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