The Western Dvina makes the southeastern border of the district, separating it from Tver Oblast.

The northern part of the contemporary Kunyinsky District was split between Velikoluksky and Toropetsky Uyezds of Pskov Governorate.

On August 1, 1927, the uyezds were abolished, and Kunyinsky District was established, with the administrative center in the settlement of Kunya.

Pskov Governorate was abolished as well, and the district became a part of Velikiye Luki Okrug of Leningrad Oblast.

On August 22, 1944, the district was transferred to newly established Velikiye Luki Oblast.

[10] The southern part of the area in 1772 was included into newly established Pskov Governorate.

After 1919, Vitebsk Governorate was a part of Russian Soviet Federative Socialist Republic.

On August 1, 1927, Usmynsky District with the administrative center in the selo of Usmyn was created on the territories which previously belonged to Nevelsky and Toropetsky Uyezds.

Another railway, running to the northwest, connects Velikiye Luki via Toropets and Ostashkov with Bologoye.

The M9 highway which connects Moscow and Riga crosses the district from east to west, bypassing Kunya.

[13] The federal monuments are the Chirikov Estate in the selo of Naumovo and an archeological site.