mono-gdb.py: command not found

Have You tried accessing the binary with the full path?

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/mono-gdb.py - from package: mono-core

You may install the required package with command yum install {package}
Error in other languages:
mono-gdb.py: bevel nie gevind nie
mono-gdb.py: comandă negăsită
mono-gdb.py: comando não encontrado
mono-gdb.py: commande introuvable
mono-gdb.py: command not found
mono-gdb.py: käsku ei ole
mono-gdb.py: không tìm thấy lệnh
mono-gdb.py: komanda nerasta
mono-gdb.py: Kommando nicht gefunden.
mono-gdb.py: kommandot finns inte
mono-gdb.py: komut yok
mono-gdb.py: nie znaleziono polecenia
mono-gdb.py: níor aimsíodh an t-ordú
mono-gdb.py: no se encontró la orden
mono-gdb.py: no s'ha trobat l'ordre
mono-gdb.py: opdracht niet gevonden
mono-gdb.py: parancs nem található
mono-gdb.py: perintah tidak ditemukan
mono-gdb.py: príkaz nenájdený
mono-gdb.py: příkaz nenalezen
mono-gdb.py: команда не найдена
mono-gdb.py: командата не е открита
mono-gdb.py: 命令找不到
mono-gdb.py: コマンドが見つかりません