Gurney won the first set of his second round match against Anderson at the 2016 World Championship. He went on to lose 4–1, but missed a dart to win the second set and four to win the third. He averaged 105.18 in getting past Peter Wright 6–4 in the third round of the Dutch Darts Masters and then averaged 106.84 during a 6–4 quarter-final win over Adrian Lewis. Gurney swept into his first PDC final with a 6–1 win over Mensur Suljović, but lost 6–2 to world number one Van Gerwen. He was now Northern Ireland's number two player on the Order of Merit and so he teamed up with Brendan Dolan at the World Cup of Darts and they beat Japan, Ireland and Canada to reach the semi-finals, where they lost both their singles matches against the English pairing of Phil Taylor and Adrian Lewis. Gurney qualified for his first World Matchplay, but was ousted 10–2 by Ian White in the first round. He fared much better at the World Grand Prix, despite having taken a month off due to a broken bone in his throwing hand. He beat Mensur Suljović 2–1 in a deciding leg and Steve West 3–0 to make the quarter-finals, where he lost 3–1 to Dave Chisnall. Gurney was also knocked out in the first round of the European Championship 6–4 by Gerwyn Price and 6–1 by Kim Huybrechts in the second round of the Players Championship Finals.