"I never expected it in my wildest dreams... so it's pretty surreal, pretty bizarre actually," said the fast bowler, who celebrated his 31st birthday Wednesday with one of the most astonishing Test knocks ever seen.
"Nothing's really changed. I suppose it will sink in over the next couple of days but I can't believe I'm talking about my batting. That's what I can't believe."
Gillespie had never before scored a century in 129 first-class matches over a dozen years. He had two fifties in 70 Tests prior to the one in Chittagong with a best of 54 not out.
He came to the crease as a nightwatchman at the fall of Matthew Hayden's wicket late on the first day's play on Sunday and reached the double-century after lunch on the fourth day at which point Australia declared at 581-4.
The double century came after Gillespie had rattled Bangladesh at the start of the match with three wickets for 11 runs in five overs which saw the hosts bundled out for 197.
He is now one of only 14 cricketers in Test history -- a list that includes legendary all-rounders Garfield Sobers, Ian Botham and Imran Khan -- to have taken 200 Test wickets and also scored a century.
Gillespie is only the fifth nightwatchman to get into three figures, easily surpassing the previous record of 105 by fellow Australian Tony Mann against India in Perth in 1977.
It has been a remarkable comeback for the South Australian after being dropped from the Test squad following the Ashes defeat to England in September.
In fact, Gillespie made the trip to Bangladesh only because Shaun Tait and Michael Kasprowicz were injured on the preceding tour of South Africa.
Australia felt the absence of an all-rounder during the Ashes campaign. The world champions now have an unlikely one in Gillespie.
On Tuesday when he had moved to 102 not out, Gillespie spoke of his great delight at getting past the best scores of long-time bowling teammates Glenn McGrath (61) and Shane Warne (99).
"Someone mentioned it yesterday and I thought they were on drugs," he said.
"I looked up at the dressing room as soon as I passed McGrath's score, 61. He's been giving me grief about that for a while now so I was very relieved to pass that.
"Then I had Merv (Hughes), he was up there and he had 70-odd and (Damien Fleming) Flemo 70-odd and Pistol (Paul Reiffel) so ticked them all off.
"I managed to even tick off Warney too, which was cool.
"The bowlers, we all love talking about our batting, and I've got a few bragging rights there now."