Gunn matriculated at Pembroke in October 1939, but enlisted in the RAF in February 1940. He was shot down in Norway and after questioning was sent to Stalag Luft III as a prisoner of war. Gunn was one of 76 men who escaped the prison camp on the night of 24–25 March 1944 in the now famous 'Great Escape'. Unfortunately he was quickly re-captured and was subsequently executed by the Gestapo.