"It was a pretty good workout, so we'll see how he rebounds from that and go from there," manager Ned Yost said.
Gagne was placed on the disabled list on May 23 with tendinitis in his right rotator cuff.
The club will evaluate Gagne on Sunday after giving his arm a day to respond to the session. If the response is positive, his activation could be imminent.
"I just want to make sure that when he gets back he is healthy, for his sake and our sake," Yost said.
Gagne, for his part, guessed a Monday return.
"He's looking like he's real, real close," Yost said.
All of which is great news to Gagne.
"I'm getting sick and tired of just sitting and watching," Gagne said. "I want to contribute a little bit."
Thor Nystrom is an associate reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.