Wales and Lions prop Gethin Jenkins recently agreed a move from Cardiff Blues to Toulon.
He joins Wales colleagues James Hook, Mike Phillips and Lee Byrne in the Top 14.
"I don't know what the answer is," Wales coach Gatland said. "It is difficult to compete with the money the players are being offered overseas, given the financial pressures our regions are under at the moment.
"It is difficult for the regions and difficult for the players when they are being offered significantly more money overseas.
"My stance has always been ideally we would love them to stay here, and we will do everything we can to try to keep them here, but players have a very short career in terms of playing at this level."
Wales stars Aled Brew, Luke Charteris and Huw Bennett are also poised to make the switch to the continent.