Costelow, who turned 24 on Friday, was replaced by fellow Wales international Ioan Lloyd, who started at full-back at Kingsholm.
But there was better news for Gareth Anscombe who has been given the all clear after a knee injury that kept him out of facing Scarlets and Costelow.
Gloucester head coach George Skivington said: “Gareth is fine. He took a knock last week and we felt there was no need to risk him again this week as we have cover in that position. But there are no concerns for him.”
Wales head coach Gatland was at Kingsholm where hopefuls Max Llewellyn, Freddie Thomas and Josh Hathaway helped Gloucester to a 31-7 win over Scarlets ahead of his squad announcement on Monday.
Wales kick off their Six Nations in just three weeks when they head to Paris to face France on Friday, 31 January.