Media Gallery

I have uploaded a lot of pictures into my media library. When I want to insert a gallery into a page I can only do this by directly uploading photo’s from my computer. In the upload-screen there is the option to look up photo’s from the media library. But when I looked up the photo’s that I wanted to add to the gallery, I can’t find any option to do so for several. I can only click on the option to insert that one specific photo to the page.
Is there a way to add photo’s from the media library into a gallery?