- Brother of Tinna Gunnlaugsdóttir.
- Has three children: Playwright and poet Kristján, actress Tinna and young Sól.
- Gunnlaugsson, Iceland's Prime Minister Davíd Oddsson and famous writer Thórarinn Eldjárn (son of ex-president Kristján Eldjárn) have been best friends since high school. Together they hosted one of Iceland's most popular radio-shows ever (called Matthildur) and he has even directed a TV movie based on the Prime Minister's script.
- Swedish news paper Göteborgsposten named him the third most influential Icelander in Sweden, after legendary medieval historian Snorri Sturluson and Nobel prize winner Halldor Laxness.
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