Molto attivo anche nell'ambito della musica da camera, tra i suoi partner cameristici stabili figurano il pianista Itamar Golan e la violinista Janine Jansen.
Brahms: Paganini Variations; Liszt: Mephisto Waltz; Tarantella; Danse Macabre; Isolde's Liebestod / Alexander Gavrylyuk. Label: Piano Classics, 2015.
Mussorgsky: Pictures At An Exhibition; Schumann: Kinderszenen / Alexander Gavrylyuk. Label: Piano Classics, 2014.
Rachmaninov: Moments Musicaux; Scriabin: Sonata No 5; Prokofiev: Sonata No 7 / Alexander Gavrylyuk. Label: Piano Classics, 2011.
Prokofiev: Piano Concertos Nos. 3 & 5 / Alexander Gavrylyuk, Vladimir Ashkenazy. Label: Triton (Octavia), 2011.
Sergei Prokofiev: Piano Concertos Nos. 1, 2 & 4 "left Hand" / Alexander Gavrylyuk, Vladimir Ashkenazy. Label: Triton (Octavia), 2011.
Alexander Gavrylyuk In Recital - Arcadi Volodos, Sergei Rachmaninov, Mily Balakirev, Moritz Moszkowski. Label: Video Artists International, 2010. (2 disks)
Miami International Piano Festival / Alexander Gavrylyuk - Franz Joseph Haydn, Johannes Brahms, Alexander Scriabin, Sergei Prokofiev. Label: Vai Audio, 2006. (2 disks).[6]