Innes signed for Gretna on a free transfer in 2005. Although he missed out on United's Scottish Cup final appearance that season as he had already left for Gretna, Innes made it the following season when the Black and Whites were runners-up against Hearts. Innes was made captain of the rising club from the borders and helped the side gain promotion from the Scottish Third Division to the Scottish Premier League. After a season of bad results and financial difficulties for Gretna, Innes was made redundant on 25 March 2008. Gretna's reason for releasing their captain was because he had "attracted interest from other clubs".
