The 22-year-old will go up against the likes of Manchester United, Chelsea and Manchester City just one year after running out for Bishop's Stortford in the Conference North.
"I can't believe what's happened," Gayle told Sky Sports News. "It's so exciting to be playing in the Premier League next season. I just can't wait for it to get started and get a few games under my belt.
"It's just a dream come true really. If you'd told me a year ago I could be walking out at Old Trafford, it is unbelievable."
Gayle signed for Palace from Peterborough United this week.