Gunn, 35, rolled back the years in taking 4-15 for the Diamonds as the hosts were restricted to 90-9 from their 20 overs with the modest target never looking enough to prevent a win for the visitors.
Thunder had got off to a decent start with an opening partnership of 20 between Georgie Boyce and Daisy Mullan hinting at better things to come before Rachel Slater struck with the wickets of Boyce (14) and Threlkeld (1).
Laura Marshall helped progress the score to 47 until she was bowled by Linsey Smith for 14 with Mullan falling to Katie Levick for the same score in the same way soon afterwards.
From then on it was all about Gunn as the former England seamer decimated the Thunder middle order with the dangerous Kate Cross proving the vital wicket after she had scored successive boundaries off Alex MacDonald.
Laura Jackson fell to a sharp caught and bowled chance for Gunn for eight with Alice Dyson finding skipper Hollie Armitage at long on off the very next ball.
Gunn’s next delivery was hit for four by Danielle Collins but the veteran bowler made it three wickets in four balls when Collins was caught by Slater off her second delivery faced.
Thunder’s fight was done and they quickly subsided to 90-9 with Smith claiming her second wicket when Alex Hartley was stumped without scoring.
The home side’s fortunes failed to improve with the ball as Diamonds as openers Leah Dobson and Bess Heath set about the Thunder attack in powerful fashion.
The pair had eased their way to 46 off 39 balls when Dobson offered an easy chance to Laura Jackson off Dyson and departed for 20 which brought the ominous figure of Lauren Winfield-Hill to the crease.
With the hosts looking increasingly ragged in the field the victory never looked in doubt and despite Hannah Jones bowling Winfield-Hill for just five, Heath was able to reach her half-century before the eight wicket win was secured in the 13th over.
Heath said: “It was good to finally get some runs under my belt as it has been a long time coming after having an injury at the start of the season.
“Hopefully we can take some momentum into finals day and keep the feeling of winning.”