James Simpson-Daniel scored the first try for Gloucester, stepping inside two defenders with an excellent finish.
New signing Sione Kalamafoni then extended Gloucester's lead to 20-3, reacting first to touch down under the posts.
Youngster Elliot Daly showed excellent footwork to leave his defender in the lurch, stepping and running to the corner to pull the score back to 20-10.
With the half-time score at 20-13, neither side managed to cross over the whitewash in the second half.
Three Wasps penalties put the London side within drawing-distance but Gloucester absorbed the late pressure and held out for a 29-22 win.