The mechanical properties of amorphous solids such as glasses or gels are currently a topic of intense research, with implications in material science as well in fundamental condensed matter physics. At the macroscopic scale, a distinctive feature of these materials is the slow plastic deformation that is observed when they are subject to a step stress. Remarkably, this slow creep regime is often interrupted by the sudden failure of the material, with no macroscopic precursors. Recent works focus on the interplay between irreversible rearrangements at the microscopic level, resulting from an applied deformation or stress, and the macroscopic mechanical behavior. In fact, even though material failure is ubiquitous in our everyday life, the underlying microscopic mechanisms are still not well understood, mainly because the direct observation of its precursors at the particle level is experimentally very challenging in atomic or molecular materials. In this work, we study the microscopic dynamics of a model colloidal gel under load, by coupling a small angle light scattering apparatus to a custom stress-controlled shear cell. We find that the gel creep consists of three regimes. Initially, non-affine displacements grow linearly with strain. These non-affine dynamics are fully reversible upon removing the applied stress, and are associated to heterogeneity of the local gel elasticity. In the second regime, non-affine displacements grow much slower with strain, but are associated to irreversible rearrangements. In the third regime, a sharp acceleration of the dynamics at small length scale is observed. These rearrangements are a dynamic precursor of material failure; remarkably they occur thousands of seconds before the macroscopic yielding of the gel.