I know of three methods. The first two won't perfectly replicate the results you may be going for and both will be a pain in the ass to manipulate (in their own respective ways) into a good enough result for what you might be trying to accomplish. The third will get you probably the closest to what you're trying to replicate, but it's not a true gradient.
The first method is the more simple of the two, but more than likely harder to manipulate into what you want: Using the circular gradient setting in the gradient tool. This will be a perfect circle when it comes to gradient, but if you want to have it attach to a straight line gradient, it's gonna take some patience to get it to look anywhere close to being lined up perfectly.
The 2nd is using the normal straight-line gradient setting, then using the curve-blend tool to curve it how you want it. While it would be easier to get the shape (or at least as close to it as you can), the curve-blend tool most of the time will sharpen any edges of things, unless it's a very soft edge, meaning you may want to have the gradient initially be larger than you want it to keep the hard edging from affecting the final result.
The 3rd and final method requires you to not touch the gradient tool at all, but instead use the pen tool at a low sharpness percentage (25% is usually the better of the three) with a decently-sized brush (larger than the default 20 pixels).