Stephen Roberts Nunn was born on November 4, 1952, in Glasgow, Kentucky. He was the son of Louie B. Nunn, who served as the Governor of Kentucky, and Beula Cornelius Aspley Nunn, the First Lady. Stephen grew up in a prominent political family. Witnesses later spoke about his father often ridiculing him, which likely affected him during his childhood.

Stephen graduated from Frankfort High School in 1970. After high school, he attended Transylvania University, where he earned a Bachelor of Arts degree in Political Science in 1975. He then went to the University of Louisville School of Law but did not complete his studies there.

In 1987, Nunn entered the business world. He bought into an insurance company in Glasgow. Later, he became a physician recruiter and consultant for TJ Samson Hospital. His career path moved him into politics, and in 1990, he was elected to represent the 23rd district in the Kentucky House of Representatives. He served in this role from 1991 until 2007. Throughout his political career, he was known for his advocacy for women, children, and disadvantaged groups.

In March 2009, Steve Nunn resigned from his position as deputy secretary for the Health and Family Services Cabinet. This resignation followed an assault on Amanda Ross, his former fiancée, for which she had a protective order against him. In September 2009, Amanda was found shot to death outside her home in Lexington, Kentucky. On the same day, authorities located Nunn, who had cut his wrists, in Hart County, near his parents' graves. He was taken to a hospital for treatment.

Following his hospitalization, Nunn was charged with multiple counts of wanton endangerment of police officers because he had fired a handgun at the police during their attempt to arrest him. He was later transferred to Hart County jail and then to Fayette County Detention Center. Nunn pleaded not guilty to the murder of Amanda Ross and was indicted on charges of murder and violating a protective order.

Initially, prosecutors planned to seek the death penalty. However, in June 2011, Nunn pleaded guilty to murder and was sentenced to life in prison without the possibility of parole. He is currently incarcerated at the Little Sandy Correctional Complex in Sandy Hook, Kentucky.

Following Amanda's death, her family filed a wrongful-death lawsuit against Nunn. In 2013, a judge ordered him to pay more than $24 million to Amanda's family. This amount included punitive damages along with costs for medical expenses and funeral expenses.

After Amanda’s murder, her mother, Diana Ross, became an advocate for domestic violence victims and supported the passage of Amanda's Law in Kentucky. This law aimed to enhance protection for victims through the use of GPS tracking for offenders.