Gun Hill is said to recall a cannon fired at the British in 1777.
According to the usual account, in January 1777 the Continental Army dragged a cannon to the top of a hill, now inside Woodlawn Cemetery, and fired at the British; the hill was afterwards called Gun Hill. The road, until then Kingsbridge Road, was renamed Gun Hill Road around 1875; it originally ended at White Plains Road and was extended east, past this station, by 1938.