Welcome to Android Central! If your Picasa/Google+ photo albums are set to sync with the Gallery app, then they will always sync and be visible in the app unless you either delete the photos in Google+ Photos, or turn off sync and then clear the cache and data from the Gallery app.
If you want to keep the photos in your Picasa/Google+ photo albums in the cloud, but just don't want them on the phone, then do the following:
1. Go to Settings>Accounts-Google>[your Google account], and uncheck Picasa (although be aware that for some phones, it might be listed as "Google Photos" or "Gallery").
2. Now go to Settings>Apps>All (or the App Manager, if you have a Samsung device), select Gallery, and tap Clear Cache, Clear Data, then Force Stop. This won't delete any photos on your device--it only clears out the Gallery app's database.
3. Open the Gallery app, and wait a little bit for the app to repopulate its database. Now that it's no longer syncing the Picasa/Google+ albums, you shouldn't see them in the app any more.