Born Gaby l'Hôte, she studied at the Paris Conservatory with Louis Diémer and Marguerite Long and was awarded the first prize in piano at the age of 16. She met Claude Debussy at this time, as he was the judge for one of her competitions. She was also friendly with Debussy's daughter Claude-Emma who died soon after of diphtheria. Gaby later won the Prix Pagès, which was the most prestigious award in France at the time for which women were eligible.
In 1921 she married the pianist Robert Casadesus, with whom she founded the Robert and Gaby Casadesus duo. The duo made many recordings of the four-hand piano repertoire. However, Gaby was also a significant soloist. She knew Maurice Ravel, Gabriel Fauré, Florent Schmitt and Moritz Moszkowski, and her interpretations were aided by their guidance. Her repertoire also included Felix Mendelssohn, whose music she effectively championed, and the keyboard composers of the Baroque era.