Alright i just felt like posting this as reference out of extreme boredom.
Information from finalfantasy.wikia.com
"In its first appearance, the Gunblade was the weapon of choice for Squall Leonhart and his rival, Seifer Almasy. It was a sword with a fire mechanism, such as a pistol (as with Seifer's Hyperion), or revolver (as with Squall's Revolver), which serves as the hilt for the blade. Despite its name, it could not be used as an actual gun, meaning it didn't fire projectiles, and could therefore only be used in melee combat, making it more like a gun supplementing a sword than a blade supplementing a firearm, e.g. a bayonet on a rifle. The firing of the Gunblade's rounds induced a tremor in the blade, causing it to deal additional damage to whatever it struck."
Once you understand that it makes a lot more sense than a gun that's attached to a guys arm and that guy being which he somehow has infinite bullets. (i'm not saying thats not possible i'm just saying how the **** does he reload?)