His father Sir Henry Simpson Lunn (1859–1939), was firstly a Methodist minister and later founder of Lunn's Travel agency (that would become Lunn Poly), which encouraged tourism in the Swiss Alps in the tradition of Thomas Cook's famous travel agency in the early 20th century. Arnold attended Harrow School, followed by Balliol College, Oxford, and while he was there, founded and was sometime President of the Oxford University Mountaineering Club.
Introduced to skiing by his father, he became a renowned skier and invented the slalom skiing race in 1922. He was the founder of the Alpine Ski Club (1908) and the Kandahar Ski Club (1924), and was the organiser of some of the most prestigious ski races in the world. He initiated in collaboration with the Austrian skiing pioneer Hannes Schneider the famous Arlberg Kandahar Challenge Cup in honour of Lord Roberts of Kandahar. Perhaps his greatest accomplishment in the skiing field was the acceptance and introduction of the Downhill and Slalom races into the Olympic Games in 1936, although he opposed the Winter Olympic Games of that year being held in Garmisch-Partenkirchen. The double-black diamond trail named for Sir Arnold Lunn at Taos Ski Valley, New Mexico serves as a fitting memorial. He was a long-standing member of the Committee of the International Ski Federation.
Originally he followed his father's Methodism and, in fact, was at first a public opponent of Catholicism. After an epistolary debate with Ronald Knox, collected in Difficulties (1932), he gradually but completely changed his religious convictions, eventually embracing the Roman Catholic beliefs he once had deplored. In 1933, Knox himself received Lunn into the Catholic Church. Lunn remained a prolific and effective writer of Catholic tracts for the rest of his long life, and won the applause of fellow Catholic authors like Hilaire Belloc.
His writings include:
- Guide to Montana, 1907.
- Oxford Mountaineering Essays, 1912 (editor).
- The Englishman in the Alps, 1912.
- The Harrovians, 1913.
- The Alps, 1914.
- Loose Ends, 1919.
- Cross Country Skiing, 1921.
- The Mountains of Youth, 1924.
- A History of Skiing, 1927.
- John Wesley, 1928.
- Now I See, 1933.
- Science and the Supernatural, 1935.
- Spanish Rehearsal, 1937.
- Communism and Socialism, 1938.
- Whither Europe?, c1940.
- Come what May - an autobiography, 1940.
- And the Floods Came, 1942.
- Mountain Jubilee, 1943.
- The Good Gorilla, 1943.
- Switzerland and the English, 1944.
- Mountains and Memory, 1948.
- The Kandahar-Story, 1969.
He was a contributor to the Encyclopaedia Britannica, and editor, from 1919, of the British Ski Year Book, and, in 1933, of Public School Religion.
- Black, Adam and Charles, publishers, Who's Who 1945, London, p. 1688, where there is a very large entry for Lunn.