Instead he hired a small bus and drove towards the neighbouring republic of Ingushetia until he was stopped at a Russian checkpoint. He said there were only children on the bus but the commander of the post shouted "Back! Back!"
Mr Gataev drove 100 yards down the road and waited. After half an hour the commander got into an armoured troop carrier and left. Mr Gataev walked back towards the checkpoint and told two soldiers: "I'm bringing 12 children to Kharkov [in Ukraine]." The soldiers replied: "Our commander will kill us if we let you through." Fortunately Mr Gataev had $150 (pounds 90) in his jacket. He silently placed the notes in the pocket of one of the soldiers and, without a word being spoken, they waved him and the children on their way.
Mr Gataev, 31, a Chechen who trained as a construction engineer and an accountant before the first Russo-Chechen war started in 1994, mentioned the incident in passing, as one more everyday difficulty overcome in getting children whose parents had been killed in the fighting out of Chechnya.
For three years he and his wife, Hadizhat, ran a children's home in the basement of a house in the ruins of Grozny. They are a little confused about how it all started. Mrs Gataev, herself an orphan, simply invited children without parents to stay in her home. "The idea," said Mr Gataev, "was to have it as one big family and not a bureaucratic institution."
Soon their house became the place to which officials brought children whose parents were dead. In three years, 84 children passed through their hands and, despite its informal beginnings, the house became a recognised charity called "My Family". "It had the atmosphere of a real home," said Andrei Mironov, a Russian rights worker. "The children were always smiling. It was in a basement for safety reasons but the walls were brightly painted."
When the second Chechen war started in September, the Gataevs brought 30 orphans out of Chechnya to the safety of Kharkov.
But the new conflict and the Russian bombardment meant they also had to look after more children whose parents had just been killed.
Most of the children came from backgrounds of extraordinary violence. Zelim Khan, 13, from Grozny, said: "My mother was killed by shrapnel in the first war. She lost a lot of blood and died a few days later. This October my father went to the market in Grozny and was hit by the Russian rockets."
At the time we met, Mr and Mrs Gataev were trying to cope with a new problem. They had overcome horrendous military and bureaucratic obstacles to send the 42 children originally in their care to Ukraine. But in the meantime more than 100 children without parents had been found among the tens of thousands of refugees who have fled Chechnya and were living on an old train in Ingushetia.
Conditions are not good. To reach the broken wooden steps up to the old railway carriages you have to trudge through thick half-frozen mud. "We only get one hot meal a day," said Zelim. "It is usually watery soup with unboiled potatoes and uncooked meat in it." Some of the children were lucky to have survived the trip across the border. Most, but not all, are too young to be suspected of being guerrillas even by suspicious Russian soldiers. Adam Khadirov, a stringy, serious-looking boy who had escaped from the town of Argun, which was being bombarded by Russian artillery, is 16, a dangerous age in a Chechnya at war.
Adam said vaguely that his mother "got sick in the last war and died. My father disappeared and his body was never found". He lived with his grandmother, who owns some cows, and he sold milk on the streets. He spoke in Chechen and apologised for his poor Russian, explaining that he had only been to school for two years.
When he arrived with a crowd of other refugees from Argun on his way to Ingushetia he was stopped by Russian soldiers. He said: "They put tape over my eyes, put me in the back of an armoured personnel carrier and beat me for four hours." The other refugees protested and he was finally freed.
The Gataevs were trying to organise another trip to Kharkov, battling with local officials to get permits. Every so often, as snow began to fall, they disappeared into the market in Nazran, capital of Ingushetia, to buy clothes for the children. They had learnt that the presence of journalists helped in their battles with officialdom. Mr Gataev laughed as he described the speed with which bureaucrats signed necessary documents when a Western photographer was present.
The Gataevs said their worst problem was lack of money. Aid agencies had been on the ground in Ingushetia because of the pre-war kidnapping.
In Chechnya itself the war has an almost medieval savagery, in which they are one of the few sparks of life.