Gullane emigrated to America, sailing from Liverpool on the SS Rhynland of the Red Star Line and arrived in Philadelphia on 20 January 1897.

[2] Gullane won the first professional golf tournament in the Philadelphia area, played in 1898 at the Huntingdon Valley Country Club.

In 1914, when Ben Sayers visited his son George at Merion Cricket Club in Philadelphia, he played the course at St. David's every day.

[2] In 1901, Gullane returned to North Berwick permanently and five years later he married a local girl, Margaret Brown, and was back teaching on the West Links with his brother Andrew.

In 1907, Henry and Margaret lived in a row of cottages at 5 Law Road and following a domestic argument Gullane struck his wife to the floor.

Thinking he had killed her, Henry climbed North Berwick Law and in a state of remorse threw himself off the quarry, plunging 70 feet to his death.