The 20-year-old revealed he did not have formal coaching until he broke into the Under-19 side.
"At the club, we didn't have any coaches. I just watched TV and videos and learnt and made adjustments," Zazai told ESPNcricinfo in an interview.
Recalling his six blitz, Zazai said he had no choice but to attack the experienced left-arm spinner Abdullah Mazari as they chased a daunting total before falling short by 21 runs.
"I usually like to take a look at the bowler, but the target was 245, so I had to go after every ball. He is an experienced bowler but I had to try to hit him," Zazai said.
Gayle, who hit 80 for the Legends in that match, had some words of advice for the youngster.
"He later told me I should keep batting the same way, and that my game was good," Zazai added.
Zazai carried his form to the national team, equalling the record for the fastest T20 fifty during an unbeaten 162 off 62 deliveries last Saturday, as Afghanistan reached a record T20 international total of 278-3 to beat Ireland by 84 runs.
His half-century came off 12 balls to match the record shared by Gayle and Indian batsman Yuvraj Singh.
(Reporting by Rohith Nair in Bengaluru; Editing by Toby Chopra)