	Adept anywhere in defence or as a defensive midfielder, Gunnar began his career at Úrvalsdeild side Valur, alongside fellow young players Eiður Guðjohnsen and Ívar Ingimarsson. He made his debut during the 1995 season, making 9 appearances. He played in 15 of Valur's 18 league games during the 1996 season and departed the club in January 1997.