Al and his wife Becky have been married since 1971. Becky is a well-known horse show announcer, and co-founded America’s Horse Cares, a division of the AQHA foundation which focuses on therapeutic riding charities. The Dunnings have two children, son Grady Dunning and daughter McKenzie Parkinson (son-in-law Shadd Parkinson), and two Granddaughters, Gracie and Hadley Parkinson.