Cunningham only remained in France for one season in 1984–85, before heading back to England to join Leicester City, although he played only half a season due to further injury. At the end of the 1985–86 season, Cunningham went back to Spain to play for Rayo Vallecano in the second tier. He moved to Charleroi in Belgium for the 1987–88 campaign, but was yet again struck down by injury, and in the new year was back in England on a short-term deal with Wimbledon, where he managed to help the Dons beat Liverpool in the 1988 FA Cup Final.