In 1824, Hume and William Hovell left here to discover the overland route to Port Phillip Bay where Melbourne is sited.

In 1865, Bushranger Ben Hall and his gang held up Kimberley's Inn, and a constable was shot dead.

In 1886 the town was described as Wheat, maize, barley, and Oats are produced in the district Natural grass is plentiful and affords good pasture for flocks and herds.

[1] Gunning was originally a coach stop, and service centre for the surrounding farms mainly growing Merino sheep.

The town has been able to resume a more rural pace of life, and develop something of an industry in providing bed and breakfast accommodation.