Gunderson was shot when 64-year-old Stephen Craig Paddock opened fire on hundreds of people attending the Route 91 Harvest country music festival.
The Philippines' National Bureau of Investigation (NBI) said the FBI, its U.S. counterpart, had sought help in finding Danley, 62.
The AP reported that Danley was immediately met by Federal Bureau of Investigation agents when her plane landed at the airport.
Trump's visit to Las Vegas comes three days after the deadliest mass shooting in modern USA history occurred along the city's famous light-filled strip.
Ms Danley, 62, is expected to arrive in Las Vegas from the Philippines as early as Wednesday local time. "He would glare down at her and say - with a mean attitude - 'You don't need my casino card for this".
Gunderson, who was shot in the leg while attempting to flee from the mass shooting, got a surprise visit from the Trumps on October 4.
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Janette Henry says Ms Danley was her stepmother 30 years ago after she married Ms Henry's father in Australia. The FBI is now investigating Marilou Danley, whom Paddock apparently sent away to the Philippines before the attack.
"I know she didn't know anything as well like us".
Sheriff Joe Lombardo said investigators are focused on four main crime scenes right now: The room at Mandalay Bay hotel from where the gunman shot, the concert event location, the shooter's house in Mesquite, Nevada, and a home in northern Nevada, the CNN reports.
The Police said gunman Stephen Paddock set up cameras inside his hotel suite and in the hallway.
Danley said in her statement that Paddock had bought her an airline ticket to visit family in the Philippines and wired her money to purchase property there, and that she thought he might be planning to break up with her.
Media reports said Danley was born in the Philippines, although the Philippine foreign department and Suarez said they could not confirm that.