Wales assistant coach Howley was sent home from the Rugby World Cup on Tuesday with former Wales five-eighth Stephen Jones flying out to replace him.
"We were shocked by it," Gatland told a press conference in Kitayushu.
"At the moment these are allegations. Rob is devastated by the allegations."
The 48-year-old former Wales captain has been part of Gatland's coaching team since 2008.
"It took a bit of time to sink in. It is now how we turn a difficult situation into a positive one," Gatland said.