The two-time cruiserweight champion insisted the Briton held him with his forearm and pushed him into the corner, admitting that the experience has left him feeling disillusioned with boxing.
"It is not in the fucking rules," Cunningham told ATG Radio. "Tyson Fury performed illegal manoeuvres to knock me out.
"He held me with his forearm. He pushed me in the corner twice - which is illegal - and then he pushed me with his forearm, cocked my head to the left and threw a right hook.
"You caught me at the wrong time. I'm pissed at the moment and I'm frustrated with this entire industry."
Cunningham is targeting a rematch with Fury, but the British scrapper's camp have expressed reluctance about another fight.