Villa hold a one-goal advantage, after coming from behind to win 2-1 in the Championship play-off semi-final first leg thanks to strikes from Conor Hourihane and Tammy Abraham within the space of few second-half minutes.
Villa recovered in the first leg after Gayle opened the scoring in the first-half, but the on-loan Newcastle hitman is banned for Tuesday's game after being sent off late on at Villa Park.
He said: "Those two games were teams that were out of sight".
"We are halfway there, we still have a massive game against West Brom on Tuesday".
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But there was a bump yesterday when Nigel Farage had a row on the BBC with Andrew Marr after he accused them of being pro-Remain. Foreign secretary Jeremy Hunt said another vote will be a "betrayal" and described the talks as being in a "crunch week".
But Smith expects more from his side after they were forced to battle back from a goal down at Villa Park on Saturday. On the road Villa are unbeaten in seven games and in their last 10 away games their record sits at 5-3-2.
However, speaking to the Express and Star, Villa boss Dean Smith has said he does not think it will be hard for his side to continue attacking their opposition.
West Brom know they have to win the match to at least force extra time in the tie, but if they can win by two or more on the night they will be able to book their travel to Wembley Stadium, where Derby or Leeds United will be waiting for them.
"By keeping our width in the second half, it gave us licence to go forward and get into places". I expect a different game to Saturday, that's for sure. He was evidently grown in confidence with each passing game and his ability with the ball at his feet will keep him in Smith's side for the play offs. He's obviously a big player for us, that's obviously a big frustration. We've been very good at that, and we're getting used to winning too, which is important.