In this paper, we investigate p-adic q-integral (q-Volkenborn integral) on Z_p of p-adic gamma function via their Mahler expansions. We also derived two q-Volkenborn integrals of p-adic gamma function in terms of q-Daehee polynomials and numbers and q-Daehee polynomials and numbers of the second kind. Moreover, we discover q-Volkenborn integral of the derivative of p-adic gamma function. We acquire the relationship between the p-adic gamma function and Stirling numbers of the first kind. We finally develop a novel and interesting representation for the p-adic Euler constant by means of the q-Daehee polynomials and numbers.