Dunning, known as "Frank" to family and friends, was born on June 7, 1856, in Lisbon, Maine,[1] to Jesse Appleton Dunning and Dorcas Anne Greene.

[2] On August 14, 1880, in Gorham, New Hampshire, he married Adrianne Staples "Addie" Reed, with whom he had seven children, including Thurlow Reed Dunning (born 1897), who was a colonel in the United States Army.

[3] He was the head mason during the construction of Casco Castle, in South Freeport, Maine.

[3][4][5] After living in Freeport, Maine, the family moved to Winchester, Massachusetts, in 1907.

He is buried in Freeport's Woodlawn Cemetery, alongside his wife, who died three years earlier.