He married Marion Murray, daughter of John Murray of Broughton, Edinburgh, and had an enormous family (twenty-seven by some accounts), many of whom died young.[4] Nine children reached adulthood, including-
General Sir Albert Cunningham (later generations spelt the name Conyngham)
Alexander
Margaret, who married the Reverend Alexander Montgomery, Prebendary of Doe, County Donegal: they were the grandparents of Colonel Alexander Montgomery
^Fryde, E. B.; Greenway, D. E.; Porter, S.; Roy, I. (1986). Handbook of British Chronology (Third ed.). Cambridge: Cambridge University Press. pp. 376–377. ISBN0-521-56350-X.