Cunningham was born on 27 July 1951 in Glasgow to Catherine and Hugh Cunningham, and spent her early years living in East Lothian and Edinburgh. In 1960, she emigrated with her family to Perth in Australia, and completed her schooling at John Curtin High School in Fremantle. As a teenager she became interested in politics, and in 1969 joined the SNP as an overseas member. In 1975 Cunningham graduated from the University of Western Australia with a BA Hons in politics. She returned to Scotland in 1976.