The Newcastle United striker trained yesterday with his team-mates ahead of tomorrow night's friendly against Braga.
Rafa Benitez wants to sign West Bromwich Albion striker Salomon Rondon this summer.
And a swap deal which would see Gayle go to The Hawthorns has been mooted, though Gayle insists he is happy at Newcastle.
United's strikers took part in a shoot drill at the end of the session, and one player cheekily shouted "West Brom" to put Gayle off.
It didn't work. Gayle, the club's No 9, found the net.