But Gunn made six saves in a valuable 0-0 draw and established himself as Southampton's No 1 for the final third of the season.
One of those stops at Stamford Bridge stood out for the 23-year-old.
"Hazard got played in and he hit it as hard as he could, and it smacked me on the side of the head," said Gunn, who joined Saints from Manchester City in the summer of 2018.
"I don’t think I heard much of the manager’s team talk at half-time because my ear was still ringing, but it was definitely one I will remember."
Gunn was speaking as he received his Premier League Debut Ball to commemorate an occasion he found rewarding but also draining.
"At the end of the game I was tired, but that was mainly due to the concentration," he said.
"It was a long night and it felt like that but as soon as the final whistle went and we got the clean sheet on my debut it was one of the best feelings I have definitely had on a football pitch."
"At the start of the season I was not playing much, but he was still there supporting me through the hard times and now I am playing he is loving it," said Gunn Jr.
Hasenhuttl believes Gunn has a big future, with the help of his goalkeeping heritage.
"Because of his history, maybe also because of his family, he has the goalkeeper blood in him," said the Austrian, who guided Southampton to safety and a 16th-place finish.
"He deserved to play because he was working hard in the training sessions.
"If he stays developing his game and if he stays working on his weaknesses, he has a big future as a goalkeeper."