He was the son of Baron Horace Günzburg, who co-founded World ORT, a non-profit non-governmental organization whose mission is the advancement of Jewish and other people through vocational training and education, with past or present involvement in over 100 countries.

He edited the Tarshish of Moses ibn Ezra in a fascicle which was issued by the Meqitze Nirdamim Society, and prepared for the press the Arabic translation of the same work, with a commentary.

He published also Ibn Guzman (Berlin), and wrote a series of articles on "Metrics", published in the memoirs of the Oriental Department of the Russian Archeological Society (1893) and of the Neo-Philological Society (1892), in the "Journal" of the Ministry of Public Instruction of Russia, and elsewhere.

Günzburg was an enthusiastic patron Jewish art, and published, with Vladimir Stasov, L'Ornement Hébreu (Berlin, 1903).

In the film Nijinsky (1980), directed by Herbert Ross, Baron de Günzburg is played by Alan Badel.