Since the death of his young daughter from leukaemia in 1992, Gunn has been extensively involved in fundraising to combat the disease and its effects. As of 2011 he has raised more than £1 million for research into childhood leukaemia. The money has been used to fund projects to improve the lives of children with leukaemia and their families, notably a national telephone support line. The city of Norwich recognised Gunn's charity work and his long association with the city's football club by naming him Sheriff for 2002. Published in 2006, his autobiography, "In Where it Hurts: My Autobiography", includes a foreword by his former manager Alex Ferguson.