James Gunn was born and raised in St. Louis, Missouri, to Leota and James Francis Gunn, a large Catholic family with Irish and Czech ancestry. His father and uncles were all lawyers.
He started writing and performing at a young age, making 8mm films at twelve years old, often featuring his brothers being killed by zombies in comedic splatter films. He attended Saint Louis University High (SLUH) college preparatory school but dropped out to pursue a rock and roll career.