'Gunnersbury' is most often explained as the manor of a woman called Gunnhild.
The ending -bury usually marks a manor house, and Gunnhildr is a Scandinavian name; one reading makes it instead the fort of a man called Gunnar. She has been linked to King Canute's family, as his niece or his daughter, but this is unproven. The station opened in 1869 as Brentford Road and took the name Gunnersbury in 1871.