Usman Khawaja somewhat rescued the Thunder after Gayle and Prior again failed, but the 9-113 score always looked below par and that's exactly how it panned out.
The Scorchers had little trouble making 1-117 in just 13.2 overs to win with nine wickets and 40 balls in hand.
Herschelle Gibbs fell early for six, but then Shaun Marsh (56 from 45) and Marcus North (39 from 30) safely guided the Scorchers to the victory.
Perth now moves into second spot and the win further enhances their prospects of a semi-final berth with one game to go away to the Adelaide Strikers.
Marsh did have two close LBW calls when on two (to Gurinder Sandhu) and 20 (to Scott Coyte) but survived both and then the pair got cracking as the pressure was released from the Thunder as they fell to a 12th straight BBL loss.
Earlier, Gayle, leading the winless Thunder in the absence of injured Chris Rogers, scored just two runs and Englishman Prior four as the Sydney side slumped to 4-31 after winning the toss.
Khawaja made a solid 56 from 45 balls with some support from Mark Cosgrove (18 from 15) as the Thunder struggled to 9-113 from their 20 overs.
Bowling for the Scorchers, Jason Behrendorff delivered four straight overs at the start to take 2-16 and then Brad Hogg finished strongly, the veteran spinner claiming three last-over wickets to end up with 4-29 from his four overs.
Gayle, the richest Twenty20 signing across the world, has now made just 72 runs in his six innings for the Thunder, failing to hit any sort of form with an average just 12 this BBL campaign at a disappointing strike rate of 72.7 per cent.
Prior didn't play the first four games due to his commitments with England in the successful Test series in India but has made just 25 runs in three innings averaging 8.3 and also going at a relatively slow strike rate of 80.6 per cent.
Thunder captain for the day Gayle was again disappointed with the performance of the team and knows that with himself and Prior falling early, it turned the match in the Scorchers' favour.
"It is disappointing. We didn’t start well again and that actually cost us the match. We wanted to select to bat first, but the ball did a bit and they put the ball in the right place to get the early wickets," Gayle said.
"We paid the penalty, but having said all of that we can take the positive out of the batting of Usman. I thought he batted really well to actually give the team a chance to be in a winning position, but to defend 113 runs on this wicket was always going to be difficult."
Gayle and his Thunder teammates are now preparing for their last game of the BBL on Tuesday against the Melbourne Stars, and the big West Indian knows they must stick together.
"It's very disappointing, but we as individuals have to motivate ourselves. It's important for us to stick together in these tough times. Whenever a team is going through these sorts of things, it is very important to actually stick together and make sure you don't go astray and cause more problems. We have to stand up and be counted," Gayle said.
"I wanted to come here and do well, but that didn’t happen. We have one more game to go now and we have to lift ourselves. We still have the self-belief that we can get the job done even though it's a big task for us in the last game against the Stars.
"They are one of the better teams here, but we still have to back ourselves. It doesn’t make sense to just roll over. We still have to look to play positive cricket regardless of what has happened with losing all the game. Once you turn up ready to play, anything is possible."
Man-of-the-match Behrendorff bowled well to pick up the scalps of both Gayle and Prior as the left-arm swing bowler continues to develop with the Scorchers now looking towards the finals.
"I was absolutely stoked. I was given the new ball and my job was to swing it around, and hopefully take a few early wickets. I did that and I was really happy with it," Behrendorff said.
"Even though the Thunder haven’t won a game, we knew they are still a very dangerous side with some really good players. We were conscious of that coming into the game and made sure we bowled well early, and was lucky enough to get the two big wickets at the top.
"If we win in Adelaide then we definitely should be in the semis so we are going well now, and are really confident. Hopefully we can continue that form in Adelaide."