Born in New Castle County, Delaware, to James and Delia (Pennington) McCullough, he moved with his parents to Marion County, Missouri at the age of 12. McCullough went to California during the 1849 Gold Rush and remained there for 5 years. On November 26, 1856, he married Eloise Randolph in Marion County. They became the parents of three children, including a son who went on to practice law in Edina, Missouri.