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The actor, who plays Albus Dumbledore in the franchise, is said to have grown weary of having to rush off between takes on the films to have a quick cigarette break, the Daily Express reports.
He said: "I got the wardrobe [department] to put a little pocket inside for them."
Director David Yates added: "Michael cleverly conceals a packet of fags below the lower part of the gown."
Co-star Daniel Radcliffe recently admitted that Gambon tried to crack him up during filming on Harry Potter And The Half-Blood Prince, which opens in cinemas on July 17.
Last month, it was reported that the 68-year-old had become a father for the third time.
Movie Reviews
'Extremely Loud & Incredibly Close' reviewTom Hanks features in a long and winding journey through New York after 9/11
At the Movies
David Lynch: 10 reasons to worship himIt's time to celebrate director David Lynch as the BFI screens a season of his films.
Movies Interviews
Max von Sydow 'Extremely Loud' interviewActing legend Max von Sydow on Extremely Loud & Incredibly Close, The Exorcist and Flash Gordon.
Box Office Charts
'The Woman in Black' wins UK box officeThe Woman in Black beats The Muppets and Star Wars at the the UK box office.
