Try using the Bezout Lemma. It states that for each pair of integers $(a,b)$ there is an integer solution to this equation:
$$ax + by = \gcd(a,b)$$
Now let's think like this:
$$(a+b)x + by = \gcd(a+b,b)$$
$$ax + bx + by = \gcd(a+b,b)$$
$$ax + b(x+y) = \gcd(a+b,b)$$
If we divide $(a+b)x + by = \gcd(a+b,b)$ by $\gcd(a+b,b)$ the RHS will be 1. Taking, $z = x+y$, if we divide $ax + bz = \gcd(a,b)$ by $\gcd(a,b)$ the RHS will be one again.
Now if we make back the substitution $z=x+y$, we'll have:
$$\frac{(a+b)x + by}{\gcd(a+b,b)} = 1, \frac{ax + b(x+y)}{\gcd(a,b)} = 1$$
$$\frac{(a+b)x + by}{\gcd(a+b,b)} = \frac{ax + b(x+y)}{\gcd(a,b)}$$
Because the numerator is the same, that implies that the denominator is same, i.e. $\gcd(a,b) = \gcd(a+b,b)$
Q.E.D.