Cousin of West Australian pastoralist James Bradshaw, Gunn settled for a time (with the Bradshaw's) at Marigui in the Kimberley region of Western Australian. In 1893, after the settlement at Marigui had failed, Gunn moved to Melbourne where he worked as a librarian and a journalist. He married Jeannie Taylor (who came to be better known as Mrs Aeneas Gunn, author of We of the Never-Never) (q.v.) and took a posistion as manager of a station on the Roper River, Northern Territory.
Gunn died from malarial dysentry at the age of 41. A note in "The Advertiser" of 28 March 1903 (p7) states: "News has been received here of the death last week of Mr. Aeneas J. Gunn, manager of the Elsey cattle station, from an attack of dysentery. " "The Advertiser", 28.03.1903
