Bunning was born in London, and educated at Harrow School and Brasenose College, Oxford. On leaving the latter he was commissioned into the British Army as a lieutenant in the Queen's Own Hussars, serving from 1884 to 1886.[1] He resigned his commission and studied music in France, with Jules Massenet,[2] and later in Italy (Milan) between 1886 and 1890. He was musical director of the Lyric Theatre, London (1892–1893), and the Prince of Wales Theatre, (1895–1896).[1]
In 1902 Bunning's opera La Princesse Osra was produced at Covent Garden. The libretto was an Anglicised version of a French text based on Anthony Hope's Ruritanian novel The Heart of Princess Osra, and was ineffective.[2][3] Despite a cast headed by Mary Garden, Adolphe Maréchal and Pol Plançon, conducted by André Messager, the piece was not a success.[3] The Musical Times commented that Bunning's gifts were lyrical rather than dramatic.[4] In a 2013 survey of opera in Britain between 1875 and 1918, Paul Rodmell cites Saint-Saëns and Massenet as influences on Bunning's musical style.[5]
In addition to La Princesse Osra, Bunning published two orchestral suites, Shepherd's Call, 1893, and Village Suite, 1896; a scena, Sir Launcelot and Queen Guinevere, 1905; incidental music for a 1906 stage play Robin Hood; and a quantity of vocal and instrumental music.[1] The British Library lists 97 compositions by Bunning in its holdings, mostly songs.[6]
Bunning, who was half French, was married to Marguerite Wilhelmine, Marquise de Moligny.[1] They had one child, who died in infancy.[7] Bunning died at his home in Thundersley, Essex on 26 November 1937, aged 74, five weeks after the death of his wife.[8] He was cremated and buried at City of London Cemetery.[9]