Thanks for the info.
In the end it was some closing tabs problem.
This is the final working code:
<?php
$images = get_field('gallery');?>
<ul class="gallery-link">
<?php foreach( $images as $image ): ?>
<li>
<a href="<?php echo $image['url']; ?>">
<img src="<?php echo $image['url']; ?>">
</a>
</li>
<?php endforeach; ?>
</ul>
