Gradient that goes with shape edges

Thanks for your replies!

After two more hours I've found the solution 😄

After creating a shape (it can be even irregular one), you just need to add layer effect > stroke, choose gradient one and type would be "broken shape" (I don't have english version, may be slight different) - you probably won't find that gradient option anywhere else.

Well, old gaussian blur also will do the trick. However, this is way more flexible and can produce more complex effects (but I know my ask was pretty simple :))

Like Myra says, Gaussian blur is probably applied. Another way you can achieve this is by selecting the object>select >inverse>select>modify>feather and delete to desired effect.

It looks like a Gaussian Blur has been applied (Filter > Blur > Gaussian Blur...).