Jurors also found Yang committed the murders in a "cold, calculated and premeditated manner," which carries a mandatory life sentence.
Yang showed no emotion as the clerk read the verdict.
Gayle talked about the verdict shortly after it was announced in Waukegan Tuesday night.
"I can't even begin to tell you how difficult this has been for me and, of course, Rhoni's family," Gayle said. "At least I feel that Rhoni and baby, they're at peace."
Investigators wired Gayle's house with his help to build their case against Yang.
"I would sit and have conversations with Marni Yang while law enforcement sent me a text message throughout the conversation of questions to ask. Of course, there were times when things got -- it was pressure," said Gayle.
"This was an execution, a cold-blooded murder. This verdict brings justice," said Mike Waller, Lake County State's Attorney.
Jurors said the verdict came easily.
"It was just unfortunate circumstances for so many people. There really are no winners in this," said Kim Gentile, juror.
Reuter and Gayle were looking ahead to the birth of their baby, a little girl they planned to name Skyler.
Reuter's family says the last three and a half years have been difficult but Tuesday's verdict helps a great deal.
"Knowing that someone is behind bars for life for what they've done to my sister will help in the healing process for us. Unfortunately, it will not bring back Rhoni and Skyler," said Thad Reuter, Rhoni's brother.
Prosecutors said Yang was obsessed with Gayle who had a relationship with both women.
The defense team argued there were no fingerprints, DNA or witnesses who saw Yang at the murder scene, and that investigators were hasty to target Yang ignoring other suspects.
Gayle testified for the state in the trial.
Reuter was shot and killed in 2007.
Defense attorneys called just three witnesses and prosecutors called dozens of witnesses, including the self-acclaimed psychic.
Marni Yang's parents were in the courtroom Tuesday. Her defense attorney said they were broken up.
The judge set sentencing for the end of April.