Gunn's filefish is a relatively shy species and usually inhabits the deeper parts of bays and coastal reefs, often near deep-sea outcrops.
The species is quite common on the coastal reefs of Tasmania and around Wilsons Promontory, Victoria, Australia, and is found in smaller numbers in other states.
The juveniles are found in bays and estuaries, including Port Phillip, Victoria, where they are often seen around the piers of the Mornington Peninsula.
Eubalichthys gunnii is a blackish, brownish or greenish file fish, with a light or dark mosaic of lines on the side.
Juvenile animals are light to dark brown, orange or greenish brown with a mosaic pattern of light lines and often darker spots on the sides.