The issue with a gully is that if you fill it, the soil will be softer then the surrounding soil, so it will wash away when you get a heavy rain.
In order to stop this, you need something in there to hold the soil in place. Busted up concrete works great for this. It slows down the water and allows the soil to build up behind it.
Depending on the length of the ditch, you should build up several "dams" of broken up concrete or large rocks to hold the dirt in place and slow down the water.
On my land, I also use used and broken bricks, cinder blocks and even tile from jobs that I've worked on. I just keep building it up until I'm at the height of the surrounding soil. Most of the time I don't even need to add dirt, it just starts filling up on its own.