you do not need to clean all files in dir
C:\Users\ ~User Name~ \.gradle\wrapper\dists
.
and download all of them again
instead you can just delete the folder of gradle version you failed to download. In my case it was gradle-4.4-all so i just deleted that folder and android studio re downloaded gradle-4.4-all for me
In case you don't know version you was downloading:
Just go to help menu > show logs in explorer
their you will find idea.log open it and search for
Could not install Gradle distribution from 'https://services.gradle.org/distribution`
once you find it you will find gradle version you failed to download