Gunn said: "Jonathan's gone back. I'd like to thank Middlesbrough for the 93 days we've had him for.
"It's a shame we couldn't have had him for longer but they felt that they need him in their situation as well and need to keep themselves covered, for the final part of their season.
"Hopefully he's benefited from the experience. He's played in a couple of different positions for us.
"He's come up with goals so hopefully he's gone back there as a player with confidence, whether he goes back into their first team squad or whether they look to loan him out again."