The current scholarly view is that little can be said certainly about his early life: he was related to Henry Cunningham who was Governor of Jamaica, and so linked to the Glencairn family.
The following year he was sent as agent to Paris, nominally on a mission to prepare a trade convention or commercial treaty, between France and Scotland, but in reality as a spy.
[2] The accession of George I brought Cunningham in 1715 the appointment as British envoy to Venice, where he remained till 1720, when he retired on a pension.
[2] A manuscript history in Latin by Cunningham came into the possession of Thomas Hollingbery, archdeacon of Chichester, a relative of his; who gave it to William Thomson.
Thomson published an elaborate translation of it, in two volumes, in 1787 as The History of Great Britain from the Revolution in 1688 to the accession of George I.