Goalkeeper David Marshall joined Cardiff earlier in the week and reports have already linked midfield duo Sammy Clingan and Wes Hoolahan with a move away from Carrow Road.
But Gunn is adamant that if any players do leave it will be reluctantly and for the benefit of the club.
"Obviously, the only exit at the moment has been David Marshall," he told Norwich's official website. "Cardiff were very quick off the mark after the season ended and put in a bid which was acceptable to the club.
"I have been speaking to a couple of other managers and some of our players' representatives, but at the moment there's nothing more to report. I'm sure there will be clubs out there who would be be interested in our quality players, but I must stress we don't want them to go and we don't want them to go cheaply.
"If we do make the decision where there are any departures, we'll make sure we get the best possible deal for the club."