And they did it the hard way, fighting back from 19-6 adrift to score 20 unanswered points during a remarkable 13-minute second-half spell.
Full-back Lee Byrne and scrum-half Mike Phillips scored tries to tilt the balance of a gripping encounter, while fly-half James Hook kicked 16 points.
Gatland's decision to field a record 13 Ospreys in his starting line-up was totally vindicated as England were unceremoniously grounded.
The home side suffered a savage quadruple injury setback, with wing David Strettle, flanker Lewis Moody, centre Mike Tindall and Moody's fellow back-row forward Tom Rees all being forced off.
Strettle, who missed the World Cup campaign after breaking a bone in his foot during pre-tournament training, suffered an ankle problem, while Moody (Achilles' tendon) and his replacement Rees (knee ligament) also failed to last the distance.
Tindall, another World Cup absentee when he broke his leg five months before the tournament, was carried off after tripping in open play.
It means England head coach Brian Ashton faces a testing time in selection before his players head to Rome.
Strettle's exit meant a debut for ex-Bradford Bulls star Lesley Vainikolo, the Tonga-born New Zealand rugby league international who qualifies for England on residency.
And Vainikolo provided a highlight of the game, with his delicate offload that led to centre Toby Flood touching down.
With Tindall off, Wasps' 20-year-old fly-half Danny Cipriani made his Test debut, yet England's sheer lack of numbers meant they spent the last 15 minutes desperately trying in vain to hang on. They failed.
England had no answers when Wales asked searching questions in the second half, with Wales' coaching dream team of Gatland, Shaun Edwards and Rob Howley putting a proud rugby nation on cloud nine.