Now first of all, I am not a comics expert and this answer might just be speculation, I do think however that we can't expect much more than that at the current state, seeing how this is a mere post-credit scene for the most recent MCU movie.
That being said, to my knowledge (which only lacks the 2nd season of Agents of S.H.I.E.L.D.) there was not really any scene in a previous movie that directly explains how Thanos could get his hands on the gautlet. However, during Thor: The Dark World there is a scene where Thor stands in front of Odin and after Thor left it is revealed that Loki, whom we (and Thor) believed to have died in Svartalfheim, is actually very much alive and has taken Odin's place as king of Asgard. Now this as well was just a small scene without much elaboration, so we don't actually know what happened thereafter, how long Loki kept playing king or what actually happened to Odin. But it might be very much possible, that Loki is still playing king of Asgard and making evil schemes. Add to this that Age of Ultron, particularly Thor's worst fear arc, suggests that there's possibly something awry (or becoming awry) in Asgard. While this was just a fear implanted by Scarlet Witch, there might very well be some truth to it.
And we also know that Loki worked with (or for?) Thanos before, namely in the first Avengers movie. So it might be (even if that is really just a big "might") that Loki, disguised as Odin, gave Thanos access to the Infinity Gauntlet.