On 22 January 2010, Gunning started his second loan spell during that season when he joined League Two club Rotherham United on an initial one-month emergency loan. After making two appearances, his loan was extended until the end of the season. In the second leg of the 2009–10 League Two Play-offs against Aldershot Town, Gunning set up a goal for Adam Le Fondre, as Rotherham won 3–0 on aggregate. Gunning was in the starting line-up in the play-offs finals at Wembley Stadium, however Rotherham were defeated 3–2 by Dagenham & Redbridge.
