Gyroid-to-cylinder transition in a diblock copolymer melt under an electric field is studied by real-space dynamical self-consistent-field theory. Starting from an equilibrium gyroid structure, we apply an electric field along [111], [1 (1) over bar0], and [11 (2) over bar] directions of the conventional unit cell of the gyroid structure. Under sufficiently high value of the electric field, an epitaxial transition to cylinders occurs. Contrary to the case of a similar transition under the shear flow, we observe 5-fold connections as intermediates in the transition. We found a critical behavior of the lifetime of the initial gyroid structure, which can be accounted for using the mean-field argument. Numerically obtained scattering function explains the unclarified intermediates experimentally observed in the thermal relaxation of a sheared gyroid.