Gundersen made his Norwegian National Allround Championships debut in 1899 and promptly finished second, an achievement he would repeat the next year. In 1901, Gundersen became both Norwegian and European Allround Champion. In 1904, Gundersen won his second European Allround title and in 1906, he became European Allround Champion for the third and last time, while setting a new world record on the 500 m during those championships. His dominance at the European Allround Championships is illustrated by the fact that at the four European Allround Championships Gundersen participated in, he finished either first or second on every distance, finishing in first place ten times and in second place six times.