The Brazil centre-back stepped up as Arsenal's fifth penalty taker in the 4-3 shootout loss to Paris Saint-Germain, with Eberechi Eze also having missed. Gabriel's effort flew over the bar, handing PSG back-to-back European titles.
Mikel Arteta confirmed after the match that Gabriel volunteered for the responsibility: "He wanted to take number five, honestly. He felt ready."
Writing on social media less than 24 hours after the defeat, the defender was direct and warm in equal measure.
"It's hard, but I am proud of this team and everything we have achieved together this season. Thank you to our incredible supporters for your support throughout.
"You deserve to celebrate this journey with us and enjoy the parade today. See you next season! With all my love, Big Gabi."
Arsenal had opened the scoring after just six minutes through Kai Havertz before Ousmane Dembélé's second-half spot kick levelled for the reigning champions. Neither side could find a winner in extra time, with Eze and Gabriel both missing in the shootout.
The defeat brought to a close a historic season for Arsenal — Premier League champions for the first time in 22 years, Champions League finalists for the first time since 2006. The open-top bus parade through Islington on Sunday will carry only the league trophy, but hundreds of thousands of supporters are expected to line the streets.
Gabriel has been one of the defining players of Arsenal's transformation under Arteta, starting 34 of their 38 league fixtures this season as the club finished with 88 points — the highest total in the Premier League. His miss will sting. His record this season does not.