Check Current Status
Option 1
Open System Preferences. Goto Privacy & Security tab. Scroll down on the right pane. If the you see the image below, it means that your Gate Keeper is activated.
Option 2
Open Terminal. Type spctl --status. If the output says assessments enabled, it means that your Gate Keeper is activated.
Disable The Gate Keeper
Open Terminal. Type sudo spctl --master-disable command will prompt you to enter your admin password which is the one you use while login your computer.
Now close the System Preferences window, if it is opened.
Open it again. Then goto Privacy & Security tab. Scroll down and you should see a third option is appeared and selected.
Enable The Gate Keeper
To return back to the default state type;
sudo spctl --master-enable