Cunningham was born in East Wall, which is an inner city area of the Northside of Dublin. He has three sisters and a brother, and was raised in a Roman Catholic household. Cunningham dropped out of high school at 15 and pursued a career as an electrician. In the 1980s, Cunningham moved to Zimbabwe for three years where he maintained electrical equipment at a safari park and trained Zimbabwean electricians. After returning to Ireland, Cunningham became dissatisfied with his work as an electrician and decided to pursue his interest in acting. He attended acting classes and began to work in local theater.