The gimmick is said to have been intended to represent Kalou attempting to break down the Schalke defence, with the two sides having met in the Bundesliga on Saturday - a match that ended 2-2.
However, Kalou's treatment of the protected structure, which divided the German capital from 1961 to 1989, has been met with widespread criticism.
"I nearly fell off the sofa when I saw the footage," Kani Alavi, the chairman of the East Side Gallery, told Berliner Kurier. "Here we have a well-paid celebrity increasing his market value at the expense of a national monument, without respect and with the clear backing of television.
"I am deeply disappointed.
"Just because there is no security patrolling the Gallery, it doesn't mean you can go around doing what you want.
"If he had done that at the Brandenburg Gate, the player would probably have been arrested."
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.