Gated cameras hold promise as an alternative to scanning LiDAR sensors with high-resolution 3D depth that is robust to back-scatter in fog, snow, and rain. Instead of sequentially scanning a scene and directly recording depth via the photon time-of-flight, as in pulsed LiDAR sensors, gated imagers encode depth in the relative intensity of a handful of gated slices, captured at megapixel resolution. Although existing methods have shown that it is possible to decode high-resolution depth from such measurements, these methods require synchronized and calibrated LiDAR to supervise the gated depth decoder - prohibiting fast adoption across geographies, training on large unpaired datasets, and exploring alternative applications outside of automotive use cases. In this work, propose an entirely self-supervised depth estimation method that uses gated in-tensity profiles and temporal consistency as a training signal. The proposed model is trained end-to-end from gated video sequences, does not require LiDAR or RGB data, and learns to estimate absolute depth values. We take gated slices as input and disentangle the estimation of the scene albedo, depth, and ambient light, which are then used to learn to reconstruct the input slices through a cyclic loss. We rely on temporal consistency between a given frame and neighboring gated slices to estimate depth in regions with shadows and reflections. We experimentally validate that the proposed approach outperforms existing super-vised and self-supervised depth estimation methods based on monocular RGB and stereo images, as well as super-vised methods based on gated images. Code is available at https://github.com/princeton-computational-imaging/Gated2Gated.