The Gum Nebula is 36 • -wide shell-like emission nebula at a distance of only ∼ 450 pc. It has been hypothesised to be an old supernova remnant, fossil H II region, wind-blown bubble, or combination of multiple objects. Here we investigate the magneto-ionic properties of the nebula using data from recent surveys: radio-continuum data from the NRAO VLA and S-band Parkes All Sky Surveys, and H α data from the Southern H-Alpha Sky Survey Atlas. We model the upper part of the nebula as a spherical shell of ionised gas expanding into the ambient medium. We perform a maximum-likelihood Markov chain Monte-Carlo fit to the NVSS rotation measure data, using the H α data to constrain average electron density in the shell n e . Assuming a latitudinal background gradient in RM we find n e = 1.3 +0.4 −0.4 cm −3 , angular radius φ outer = 22.7 +0.1 −0.1 degrees, shell thickness dr = 18.5 +1.5 −1.4 pc, ambient magnetic field strength B 0 = 3.9 +4.9 −2.2 µG and warm gas filling factor f = 0.3 +0.3 −0.1 . We constrain the local, small-scale (∼ 260 pc) pitch-angle of the ordered Galactic magnetic field to +7 • ℘ +44 • , which represents a significant deviation from the median field orientation on kiloparsec scales (∼ −7.2 • ). The moderate compression factor X = 6.0 +5.1 −2.5 at the edge of the H α shell implies that the 'old supernova remnant' origin is unlikely. Our results support a model of the nebula as a H II region around a wind-blown bubble. Analysis of depolarisation in 2.3 GHz S-PASS data is consistent with this hypothesis and our best-fitting values agree well with previous studies of interstellar bubbles.