We use ultrafast electron diffraction (UED) to study the out-of-equilibrium dynamics of the charge density wave (CDW) phase transition in GdTe3, a quasi-two-dimensional compound displaying a unidirectional CDW state. Experiments were conducted at different incident fluences and different initial sample temperatures below Tc. We find that following photo-excitation, the system undergoes a non-thermal ultrafast phase transition that occurs in out-of-equilibrium conditions. The intrinsic crystal temperature was estimated at each time delay from the atomic thermal motion which affects each Bragg peak intensity via the Debye Waller factor. Assuming an isotropic harmonic potential, we estimate the out-of-equilibrium temperature Tqe as a function of the laser fluence. We then relate the recovery time constants and correlation lengths as a function of Tqe. The charge density wave is suppressed in less than a picosecond and recovers the long range order with increasing recovery times with increasing fluences and increasing initial temperatures. The measured relaxation times are discussed in terms of the Rothwarf-Taylor model. If indeed, the recovery time increases for initial temperatures closer to Tc in agreement with the model, this one cannot however explain the slowness of the system to return to its ground state. In addition, the transient CDW phase recently observed along the transverse direction in LaTe3 and CeTe3 is not observed in GdTe3.