His grandfather David Cunningham of Robertland (d. 1607) was Master of Work for James VI of Scotland.
Robertland is located near Stewarton, in the old district of Cunninghame, and is now part of East Ayrshire, Scotland.
A number of letters to him from his older cousin Sir David Cunningham of Auchenharvie survive in the National Records of Scotland in Edinburgh.
"[1]David Cunningham married Elizabeth Jousie in 1637, a daughter of the Edinburgh textile merchant and royal financier Robert Jousie, and widow of the goldsmith James Heriot (d. 1634) a brother of George Heriot.
[2] Charles I made him a Baronet of Nova Scotia on 25 November 1630, by Letters Patent to him and his heirs male whatsoever.