The Frenchman started the Grand Prix from the pit lane after picking up a penalty on Friday during FP2 for missing the FIA weighbridge.
However, he was on his way to finish the race in sixth place before an engine issue put a stop to his charge from the back of the field.
After struggling at the opening handful of races, Gasly believes he is starting to gain confidence in the car, and will continue to push in Barcelona.
"Quite a lot of things have happened since the beginning of the season," Gasly said. "I can see progress, I can feel I'm getting more comfortable inside the car and I can see the direction that we are working to make me feel better.
"We saw some progress in Baku, but had some penalties and unfortunately I had to retire from the race, but we're going in the right direction."
In Baku, Honda introduced a brand new power unit which was designed to focus on improving its reliability.
Gasly praised the Japanese manufacturer, admitting that Red Bull is satisfied with the work Honda has done since the beginning of the season.
"It was mainly on the reliability side," Gasly said of the new engine. "So everything is going as we expected on the power unit side. Honda is pushing massively to bring new upgrades this season.
"We're really pleased with what they've achieved since the beginning of the season, in terms of performance and reliability.
"Of course, we always want more, and we know Ferrari and Mercedes are also pushing and they're still a bit faster than we are. But with the development, we'll catch progressively."