On television, she guest-starred in the Doctor Who episode "Partners in Crime". She also appeared in Mutual Friends before taking a recurring role as the character Angela in Law & Order: UK in 2009. She also recurred on Life of Riley as well as playing Branita in the TV Movie Lizzie and Sarah, written by Julia Davis and Jessica Hynes. Roles in 2011 included a leading role in the short film Ghost in the Machine.
In 2012 she played the character of Orla in the BBC television series White Heat. This was followed by a lead role as Melissa Young in BBC drama What Remains. In 2013, Gunning also played the part of Summer in an episode of Great Night Out for ITV.
In 2014 Jessica starred as Siân James in Golden Globe and BAFTA nominated film Pride, and finished the year in That Day We Sang, a television film written and directed by Victoria Wood.
