If using Xiaomi gateway, do Yeelight bulbs connect to gateway or WiFi router?

Hi, I’m planning to buy a couple of Yeelight bulbs in my house but I’m worried about a slower internet connection since they use WiFi and not zigbee protocol. If I buy Xiaomi gateway and pair it with Yeelight bulbs, will the bulbs be connected to my own wifi router or to gateway and saving WiFi power?

It will connect to your router.