Pietersen, the side's premier batsman, was sacked following England's recent embarrassing 5-0 whitewash at the hands of Australia.
"He's definitely missed. I'm sad he's not here and being a part of England," said Gayle, a friend of Pietersen, reports CMC.
"He's done a lot and the way he actually went out was sad but I wish him well in whatever he does. England may call him back, you never know," he said.
Initially, the England and Wales Cricket Board offered no explanation for Pietersen's sacking but following media pressure, released a statement saying that the move had been aimed at strengthening Alistair Cook's position as captain and creating a culture of trust in the squad.
It had been speculated that Pietersen, England's leading scorer across all three formats, had become a divisive figure in the side.
"I'm sure for Pietersen it has been a difficult one. On my side, I sat out for a year but things actually worked out and we've started on a new page now so we're all getting along well," Gayle said in reference to his past turbulent relationship with the West Indies Cricket Board.
"It's just unfortunate on KP's part that he had to bow out like that out of international cricket. It is just frustrating for any player to go out in that manner."
He continued: "He has been so good in international cricket I'm sure he would want to represent his country. He has said it. I'm sure he would want over 10,000 Test runs. I'm sure he set those milestones. To cut it like this is sad for him but another door may open for him. You have to live as a cricketer."
Pietersen, a powerful right-hander, finished with 8,181 runs from 104 Tests, at an average of 47.
West Indies face England in a three-match Twenty20 series, starting Sunday, following their 2-1 defeat in the One-Day International series in Antigua last week.