When in development mode and when you are using some other server for local development add this to your urls.py
from django.contrib.staticfiles.urls import staticfiles_urlpatterns
# ... the rest of your URLconf goes here ...
urlpatterns += staticfiles_urlpatterns()
Note that staticfiles_urlpatterns() will only work when DEBUG = True is set in your settings.py.
More info here
When in production you never, ever put gunicorn in front. Instead you use
a server like nginx which dispatches requests to a pool of gunicorn workers and also serves the static files.
See here