Kulnev's father was a Baltic officer of lesser noble background. The future general was born in Ludza (present-day Latvia) and matriculated at the Infantry School for Nobility in 1785. He joined a hussar regiment and, under Suvorov's command, took part in the Russo-Turkish War, 1787-1792 and the Polish Campaign of 1794-1795. The following decade of his life is obscure. In 1807 Kulnev was put in charge of the regiment of Hrodna hussars fighting against Napoleon. He made a name for himself at Heilsberg and Friedland, in which he famously fought his way out of an encirclement.