By January 1924, his failing health left him in critical condition. John Gunn died on February 19, 1924, in Natchez, from a heart attack at age 60. He was buried beside his predecessor, Bishop Thomas Heslin. In his will, Gunn states, "In life and in death I am proud of three things: My Irish birth, my Catholic faith, and my American citizenship. I tried to translate my love for all three into service and sacrifice".
