The land for the park was acquired by the city starting in the 1920s, and was originally named Hillside Park. The park was renamed for New York City Comptroller W. Arthur Cunningham. The Long Island Motor Parkway provides a bike path through Cunningham Park, west to Kissena Park and east to Alley Pond Park, part of the Brooklyn-Queens Greenway.
Mountain bike trail run through the park. They range from easy to hard. There are twisty trials and some wide loops.