After retirement as a professional player, he worked as a pundit for RTÉ Sport, and successfully completed the UEFA Pro Licence coaching qualification in 2011.

[7][15] He formed a fine defensive partnership with Matthew Upson, who joined in the January transfer window,[16] and at the end of that campaign, his teammates chose him as their Player of the Season.

[17] After the first few matches of 2003–04, Birmingham's manager Steve Bruce was describing Cunningham as "on current form ... the best defender in the Premiership".

[18] Nicknamed "King Kenny" by the fans,[19] Cunningham had a reputation as an organised solid defender,[20][21] and Manchester United and Ireland full-back Denis Irwin suggested in November 2003 that, though his ability had been under-rated in the past, "this year ... people are realising how good he actually is".

[23] While fans were in the main supportive of Cunningham's views,[24] the club reacted furiously,[25] and chairman David Gold wondered "if Kenny would have said the same things if we'd stayed up, Portsmouth had gone down and he'd been given a lucrative new contract".

[32] In March 2001, he returned after a long layoff due to injury, replacing Richard Dunne to partner Gary Breen in defence for a match against Cyprus.

[34] He retired from international football after achieving 72 caps at the age of 34 on 12 October 2005, following Ireland's draw with Switzerland at Lansdowne Road, which resulted in his team's failure to qualify for the 2006 FIFA World Cup.

[35] Cunningham urged caution following a FIFA rule change allowing players over the age of 21 to switch their international allegiance.

He was appointed assistant to the League of Ireland XI manager Damien Richardson for the Dublin Super Cup tournament in 2011.