Gunning’s father, a career diplomat, purchased Horton after his return from St. Petersburg. Gunning’s wish to be in Parliament was revealed by him to Earl Spencer, 5 Oct. 1794, when on the rumour of a dissolution he sought his approval for his standing for Northampton. Nothing came of this, and when he came in, in 1800, it was on his brother-in-law Orlando Bridgeman’s interest for Wigan. In his address, 13 June, he referred to ‘the near connexion subsisting between your late Member and me’ and to the ‘uniformity of our political principles and opinions’.
Owing to the eclipse of the Bridgeman interest at Wigan, Gunning looked elsewhere for a seat in 1802. He obtained one on moderate terms for Hastings, where friends of government were usually returned. But his conduct was independent. He voted for inquiry into the Prince of Wales’s finances, 4 Mar. 1803, and after voting with Pitt on 3 June, joined his onslaught on Addington on defence questions, 15 Mar., 10, 23, 25 Apr. 1804. He was listed an adherent of Pitt in March and September 1804. A member of the committee on the tenth report of the naval commissioners, he was in the government minority on Melville’s conduct, 8 Apr. 1805, teller for his impeachment, 25 June, and again listed ‘Pitt’ in July. He was invited to second the address in January 1806, but prevented by illness.
Gunning met with Pitt’s friends to discuss his affairs after his death, and on 19 Feb. to discuss parliamentary tactics, but he did not go into opposition to the Grenville ministry. The fact was that, with a growing family, he needed ‘permanent provision’ and counted on Earl Spencer to further his wish. The dissolution of 1806 dashed his hopes. Spencer told Grenville of his wish for a seat at one of the boards (customs, excise or taxes) which was noted, but it would be more readily fulfilled if he had a seat in the House. Gunning asked Spencer for a Treasury borough on modest terms: he could not afford, nor would his father consent, to give as much as in 1802, only ‘some £100’. On 16 Dec. 1806 he informed Spencer that there seemed to be no prospect of a seat in the House and he aspired to a probable vacancy at the excise board on the death of an ‘old gentleman’. Spencer promised to help, but it went no further. Gunning may have canvassed Wigan in 1807. Nothing came of it, though he was prepared to work for the revival of the Bridgeman interest there.
He re-entered the House as a guest of the dowager Duchess of Dorset in March 1812 and, as expected of him, supported Perceval’s ministry. He voted against sinecure reform, 4 May. Later that month he vacated his seat for the convenience of his patron, or rather of her cousin Lord Liverpool, who needed a seat for his chancellor of the Exchequer. At the ensuing election he resumed the seat, listed a Treasury supporter. He had also been named as the ministerial ‘fifth man’ at Weymouth, but this was a mere precaution.