According to "Scotland on Sunday", Gunn suffers from ankylosing spondylitis, "a rheumatic spinal condition", diagnosed in about 1995, "which he controls with medication". He appeared in an ITV2 celebrity football quiz called "Taking the Pitch" in 1998, alongside singer Fish. Gunn's autobiography—"In Where it Hurts"—was published in 2006, and includes a foreword by his former manager Alex Ferguson. He said of writing the book, "it brought up a lot of good memories and a lot of awkward memories". The book was described by "The Times" as "shot through with sharp humour and astute observation". The publishers agreed to donate £1 to Gunn's Leukaemia appeal fund for every book sold.