He was the son of the Reverend Hampden Gurney. He married Alice Blanche Gibbs, daughter of William Gibbs and Matilda Blanche Crawley-Boevey, on 16 August 1866.
Rev. Alfred Gurney, poet and priest, was an admirer of D. G. Rossetti. In 1883 he published a brochure named A Dream of Fair Women, a Study of some Pictures by Dante Gabriel Rossetti. He also published an essay on Hand and Soul entitled A Painter's Day-dream, giving, as W. M. Rossetti wrote, 'a more directly religious interpretation to the story than its author had at all intended'.
Rossetti, W.M., Preface to the 1901 Stock edition of The Germ, at http://www.iath.virginia.edu (accessed 2004.03); Burke's Peerage and Baronetage, 106th edition, 2 volumes, 1999, vol. 1, p. 53.