English wicket-keeper Prior flew in from India to join Gayle in the Thunder side to host the Heat at ANZ Stadium, but the pair got out in quick succession after the Thunder batted first.
That was a major reason why Sydney made just 126 from 20 overs with Dan Christian, after not taking a wicket in the tournament so far, claiming 5-26 from his four overs.
That set the Heat a small total to chase, but the wicket was two-paced and clearly difficult to score off. It wasn’t always easy going for Brisbane, but in the end the Thunder just didn’t have enough runs on the board and the Heat reached 5-127 with 20 balls to spare.
Thunder captain Chris Rogers, again showing the Twenty20 game is not for him, did the Sydney-siders a favour when he was bowled by Ben Cutting for six from 14 balls in the fifth over bringing together West Indian Gayle and England's Prior.
They only managed to put on 35, though, before Gayle fell for 28 from a tame 28 balls. He was Christian's first victim of the innings and then Prior became his second in the same over when he was caught in the deep for 17 from 15 balls, including two sixes.
From there, the Thunder never really got going with Usman Khawaja looking the best with 23 from 20 balls, but he didn’t last long enough before being run out.
Scott Coyte made a handy 12 from seven balls, but Sydney kept losing regular wickets and ended up being bowled out for 126 from the last ball of the 20th over.
Christian was the star with the ball for the Heat with 5-26 but captain James Hopes was terrific with 1-15, Cutting took 1-12 from three overs and West Indian Kemar Roach was lively with 0-26 from four.
Hopes then opened the innings for Brisbane and hit two tremendous pull shots for four off Dirk Nannes in his first over, but then in his next over he was caught at first slip by Prior for eight.
Joe Burns then didn’t last long either caught behind off Nannes for a duck as the Victorian left-arm speedster turned up the heat and bowled a double wicket maiden to give the Thunder a sniff.
Despite the best efforts of young leg-spinner Adam Zampa and Chris Tremain, the Thunder couldn’t keep enough pressure on, though, with Chris Lynn (51 from 38 balls) and Peter Forrest (12 from 11) safely guiding them to victory.
Tremain took 2-27 for the Thunder and Nannes 2-31, and Zampa 1-34 but the total of 126 simply wasn’t enough.
Heat batsman Lynn led the way with his unbeaten 51 and was happy to capitalise on the good earlier work of the bowlers to set up the victory.
"It's good to be back in the winner's circle, that's for sure. Credit really has to go to our bowlers tonight for doing a fantastic job up front. Our job as batters was to see us home and it was a good job tonight," Lynn said.
"I was happy to tick a few boxes myself tonight with the bat and now we have a shortish turnaround before taking on the Stars at home when we will try to stay in the winner's circle."
Thunder import Prior was disappointed to start his BBL campaign with the Thunder with a loss, but saw some especially good signs with the ball for the Sydney team.
"Obviously it's very disappointing especially for me starting off with a loss. The wicket did a bit early on and we just didn’t get enough runs on the board. We got wickets when we were bowling at certain times, but just couldn’t keep the pressure on," Prior said.
"I thought Tremain, in particular, bowled brilliantly and he held a really good length and kept us in the game to be honest, but we just couldn’t hold enough pressure for long enough to get over the line."