- "Peanut" is his only puppet not hand made by himself.
- He owns the 1989 Batmobile from Tim Burton's Batman (1989).
- Received first puppet, at age 8. Was a Christmas gift from his parents.
- Has been performing ventriloquism since he was eight, and has never held a "real" job in his life.
- Has three daughters: Bree Dunham (adopted stepdaughter), Ashlyn Dunham, and Kenna Dunham, all from his first marriage.
- An award-winning ventriloquist.
- He was awarded a Star on the Hollywood Walk of Fame for Live Theatre at 6201 Hollywood Boulevard in Hollywood, California on September 21, 2017.
- Two of his characters are apparent homages to characters performed by previous famous ventriloquists. "Bubba J" strongly resembles Mortimer Snerd, performed by Edgar Bergen. "Jose the Jalapeno on a Stick," who has a face but no body, is similar to the disembodied head in a box performed by Señor Wences.
- His wife Audrey gave birth to twin boys (her 1st and 2nd children) at age 35, Jack Steven Dunham and James Jeffrey Dunham on October 11, 2015 in Los Angeles, two (2) hours apart. The baby boys arrived the day before the couple's third anniversary.
- When he was in the process of making Achmed, Jeff Dunham was originally going to call him Phil.
- "Achmed, Jr." is often referred to as A.J.
- Parents are Joyce Dunham and Howard Dunham.
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