Gun-Shy is the second release by The Screaming Blue Messiahs and their first full-length recording. The album, which was jointly produced by Apollo 440's Howard Gray,[2] was notable for being one of the last recordings by Vic Maile,[2] well known for his work with Jimi Hendrix, Led Zeppelin and Eric Clapton. Gun-Shy was also one of two albums by The Screaming Blue Messiahs that brought them to the attention of David Bowie and that led to him promoting the band:[3] "Well! The band this week – I've only just discovered them, so they're my pet project – is The Screaming Blue Messiahs. They're the best band I've heard out of England in a long time" [4][5] and "There’s an English band I like very much. Nobody seems to have heard of them. They’re called The Screaming Blue Messiahs and I’m pushing them like mad."[6]
The release of Gun-Shy in early 1986 was met by a generally positive reception by select music press: Spin Magazine said,"Gun-Shy is a damn fine record, consisting of a quasi-neo-rockabilly power trio... the Screaming Blue Messiahs squeeze a lot of great music out of guitar, bass, drums and vocal.";[7] The Melody Maker stated, "[t]hey have a gut instinct for the roots of blues and R 'n' B and from that sure base they can confidently blast their way through Bill Carter's extraordinarily powerful selection of songs."[8] The NME wrote that, "[o]n the strength of this album, I'd say the Messiahs are going to be very, very big indeed."[8] To promote the album, the band embarked on another extensive tour of Germany, Finland, UK, Australia, New Zealand, and the USA — including a series of concerts supporting The Cramps and another series supporting Echo and the Bunnymen.[9]
"Smash the Market Place" and "Wild Blue Yonder" were released as singles in 1986. "Wild Blue Yonder" resurfaced in 2006 as the closing music of season 03/episode 04 of FX's Rescue Me.