The most remarkable statement of innocence in the novel is also one of the novel's most quoted lines. When Nick realizes that Gatsby hopes and intends to metaphorically erase all the years that have kept he and Daisy apart and to begin again where they left off, Nick tells Gatsby that this is not possible.
You can’t repeat the past.”
“Can’t repeat the past?” he cried incredulously. “Why of course you can!”
Gatsby's assurance is probably part of his "extraordinary gift for hope", which Nick identifies in the opening pages of the novel, but it is also certainly evidence of a profound innocence. Gatsby's self-belief is so great that he the impossible seems possible to him - more than that, he is able to believe it is fate. Gatsby believes that the impossible must happen, that is is meant to happen. Such an innocent view of his "meant to be" status with Daisy is finally only undone when Gatsby is shot.
We cannot truly argue that Gatsby loses his innocent and positivist belief in his own destiny with Daisy because he never gives up hope. Daisy, however, clearly loses her hopes for a life with Gatsby when she realizes that he wants her to disavow her entire life with Tom and say that she never loved him. It is at this point where Tom shares all the negative gossip he has dug up on Gatsby and Daisy turns away from the bright dream of beginning a new life with Gatsby. Her hope and her innocence are lost when she learns to see Gatsby in a different and a lesser light.