David Cunningham was a member of the circle of Sir Adam Newton, who lived at Charlton House, Kent. Newton, a fellow Scot, had been the tutor of Henry Frederick, Prince of Wales. After Prince Henry's death in 1612, Newton and Cunningham continued to be administrators and collectors for the Welsh and duchy incomes which funded the prince's household. This income passed to Prince Charles, and continued as a separate income stream when he became king. Cunningham's letters advise his younger cousin on aspects of their estate business and interests. He also discusses taking Newton's son Sir Henry Newton on an educational trip to France. On the death of Adam Newton in 1629 Cunningham and Peter Newton were charged as his executors to rebuild St Luke's Church at Charlton. The Cunningham arms can still be seen carved on the pulpit. Cunningham continued to administer revenue from Wales and duchy lands for Charles I as king: in 1633 he paid Thomas Howard, 1st Earl of Berkshire £100 for keeping horses for Charles. Some of his accounts of this income survive in the National Archives and at Ayrshire Archives. They include payments for the lodgings of the painter Daniël Mijtens and the armourer Arnold Rotsipen, minor improvements in the park at Ampthill, and old wardrobe debts from the funeral of King James. Several warrants authorizing Sir David to pay accounts for the education of the royal children survive. Nicholas Stone the master mason who worked with Inigo Jones recorded David Cunningham to be his "great good friend" and "very noble friend" when he paid for the monument of Sir Thomas Puckering, for Adam Newton's brother-in-law, at St. Mary's Warwick and for Adam Newton's own tomb at St. Luke's Charlton. Cunningham bought clothes in London for his cousin Sir David Cunningham of Robertland to wear in Edinburgh during the coronation visit of King Charles in 1633, following the colours and styles of clothes made by the king's tailor Patrick Black. On 1 May 1633, Cunningham advised:
"Sir, you needed not in your letter to instruct me to be lavish of your purse for I am apt enough to transgress that way, yet I will put you to as little charge as I can: but your honour and reputation being engaged at such an extraordinary time as this, we must not stand too much on saving."
Cunningham also urged his cousin to marry Elizabeth Heriot, the daughter of Robert Jousie and widow of the goldsmith James Heriot. He wrote in 1635 that "she is yet a widow but not like to continue, being much importuned with sundry suitors of quality". One of Cunningham's letters to his cousin describes the formation of a secret brotherhood of courtiers. Another letter describes a royal command for him to supervise building work at Berkhamsted Place in 1629. His account for this survives counter-signed by Thomas Trevor, surveyor of works at Windsor Castle. The improvements at Berkhamsted were for the convenience of Jane Murray, the widow of Secretary Murray, and her young family which included Anne, Lady Halkett and Elizabeth Murray who married Adam Newton's heir, Sir Henry Newton. Cunningham seems to have been involved in the building of a house in Lincoln's Inn Fields now called "Lindsey House", which he sold to Henry Murray, a son of Secretary Murray and a groom of the king's bedchamber, in 1641. A survey of rentals in the Cunninghame district of Ayrshire circa 1640 listed him at £1553, among the largest landowners in the county. In September 1651, after the Royalist defeat at the battle of Worcester, he was a prisoner in Chester Castle, with the Earl of Derby, the Duke of Lauderdale, and Mr Lane. Cunningham died in 1659, and was buried at Charlton, in the church that he had helped to restore on 7 February. He made his will on 18 January. Records of a later dispute over his estate, state that he had died a debtor in the King's Bench prison. In his will, Cunningham specified debts owing to him that totalled some £30,000, and declared debts he owed of about £6,000. A creditor obtained administration of his estate in 1665, but this award was set aside by the Prerogative Court of Canterbury in 1695, when Sir James Cunningham, administrator of Sir David Cunningham of Robertland and his son, obtained administration.