It's possible to train gym and road work on consecutive days, but you have to know that whatever happens on the second day will be sub-par because (as others have stated) you aren't fully recovered.
It's easier to see this effect in the gym because everything is measured precisely (sets, reps, weight on the bar, etc...) and when we fail a set that we should hit, it's noteworthy in the brain. You may not notice your HR being 5bpm higher, your cadence 5rpm slower, or your speed 2mph slower on a road ride the day after the gym.
It's best to consider the latter session to be "conditioning" or supplemental work and not for striving to reach measured goals.
The same thing happens when elites or elite-level masters train two-a-days. The morning session is good and the afternoon numbers are bad...even if the conditioning effect is great.