Gradient estimation is a central challenge in training parameterized quantum circuits (PQCs) for hybrid quantum-classical optimization and learning problems. This difficulty arises from several factors, including the exponential dimensionality of the Hilbert spaces and the information loss in quantum measurements. Existing estimators, such as finite difference and the parameter shift rule, often fail to adequately address these challenges for certain classes of PQCs. In this work, we propose a novel gradient estimation framework that leverages the underlying Lie algebraic structure of PQCs, combined with the Hadamard test. By analyzing the differential of the matrix exponential, we derive an expression for the gradient as a linear combination of expectation values obtained via Hadamard tests. The coefficients in this decomposition depend solely on the circuit's parameterization and can be estimated using state-of-the-art shadow tomography techniques. Hence, our approach enables efficient gradient estimation, requiring a number of measurement shots that scales logarithmically with the number of parameters, and with polynomial classical and quantum time. This is an exponential reduction in the measurement cost and a polynomial speed-up in time compared to existing works.