So he went back to the brotherhood after the Lord of Light lady got him?
Sorry I'm getting mixed up here, what I said is the book version simplified, in the book Melisandre never meets the brotherhood and takes Gendry, they use another minor (baratheon bar steward) characters blood to do do the curse thing on Rob Stark, Renly and Balon Greyjoy. Gendry stays with the brotherhood until they come to a village of orphan children that are being looked after by a girl, Gendry stays with her to look after the kids but still does blacksmith work for the brotherhood, that's the last he's heard off for about 3 books. At this point in the book he still does not know who his father is.
In the show he is taken by Meliandre she uses his blood for the curse, then I think Davos let him go, I don't think we know where he is at the mo, my guess is that he will go back to the brotherhood or hook up with the girl with the orphan kids to get back on track with the book.