He was born at Thornton Row, Greenwich, Kent on 8 February 1773, one of at least two sons of James Munn, carriage decorator and landscape painter. His earliest works reveal the influence of Paul Sandby, and he is believed to have been Sandby’s godson as well as pupil – hence his name. He may have sketched alongside such gifted contemporaries as Thomas Girtin and J M W Turner at Dr Thomas Monro’s informal academy in London. He certainly made some drawings with the Sketching Society or ‘The Brothers’, founded by Girtin in 1799. Following Girtin’s death in 1802, John Sell Cotman became the society’s guiding spirit and Munn its secretary.
Munn showed work at the Royal Academy of Arts from 1799 until 1805, when he and his pupil, Francis Stevens, were elected as two of the first associates of the Society of Painters in Water Colours.
