McCormick was born on May 23, 1832, in New York City to Richard Cunningham and Sarah Matilda (Decker) McCormick. The senior McCormick was secretary of the New York merchants' exchange. The younger McCormick suffered from poor health and was educated at home by private tutors with the expectation he would attend Columbia University. Instead of enrolling in college, he became ill and was sent to Europe under the Victorian belief that travel had curative power. In 1854, while still in Europe, McCormick became a war correspondent reporting on the Crimean War. After his return, he wrote two books, "A Visit to the Camp Before Sevastopol" in 1855 and "St. Paul's to St. Sophia" in 1860.