Gun Shy may refer to:

• Gunshy, a 1998 film starring William Petersen, Diane Lane, and Michael Wincott and directed by Jeff Celentano
• Gun Shy (2000 film), starring Sandra Bullock, Liam Neeson, and Oliver Platt
• Gun-Shy (2003 film), German crime drama film
• Gun Shy (2017 film), starring Antonio Banderas and Olga Kurylenko
• Gun Shy (TV series), a 1983 series based on The Apple Dumpling Gang

• "Gun Shy", a song by 10,000 Maniacs from their 1987 album In My Tribe
• "Gunshy", a song by Liz Phair from her 1993 album Exile in Guyville
• "Gun-Shy", a song by Grizzly Bear from their 2012 album Shields
• Gun-Shy (album), an album by The Screaming Blue Messiahs
• The Gun Shys, former name of the band The Shys
  • The Gun Shys EP, an EP by the same band