Alexander Gunn was born in Kildonan, Sutherlandshire about 1765. He married Christian Fraser, probably in the late 1780s. They sailed on the Prince of Wales with their son William in June 1813, and landed at Fort Churchill instead of York Factory because of typhus on board ship. Christian died at Churchill on September 20. The colonists spent a miserable winter at a temporary settlement about 15 miles from the fort and in the spring of 1814, a group of 51 set out on snowshoes for York Factory. Alexander was the oldest of this group, an exception being made as he insisted on accompanying his son. Upon arriving at York Factory, they proceeded to Red River by boat.
In November 1814 at the settlement, Alexander married Henrietta (Hannah) McBeath. In June 1815, a large group of settlers including Alexander, son William, and Hannah left the settlement for Upper Canada, transported in the North West Company canoes. They settled in West Gwillimbury.
Alexander and Hannah had three children: Angus, Christian, and Catharine. Alexander died 23 March, 1839, Hannah having pre-deceased him on 24 March, 1830. They are both buried in the Auld Kirk Cemetery, Bradford, West Gwillimbury.