Guðni made his Bolton debut in the most extreme surroundings of Wembley Stadium when coming on as a substitute for Scott Green in the 1995 Football League Cup Final defeat to Liverpool. England winger Steve McManaman had given Green a torrid time throughout the afternoon but Guðni's introduction gave Bolton renewed hope, as his first touch was to supply the cross for Alan Thompson to score. This was to be the start of a lifelong affection between Bolton Wanderers and Guðni.