The kingdom is named after the Dumnonii, a British Celtic tribe living in the southwest at the time of the Roman invasion of Britain, according to Ptolemy's Geography. Variants of the name Dumnonia include Domnonia and Damnonia, the latter being used by Gildas in the 6th century as a pun on "damnation" to deprecate the area's contemporary ruler Constantine. The name has etymological origins in the proto-Celtic root word *dubno-, meaning both "deep" and "world". Groups with similar names existed in Scotland (Damnonii) and Ireland (Fir Domnann). Later, the area became known to the English of neighbouring Wessex as the kingdom of West Wales, and its inhabitants were also known to them as Defnas (i.e. men of Dumnonia). In Welsh, and similarly in the Southwestern Brythonic languages, it was Dyfneint and this is the form which survives today in the name of the county of Devon (Modern Welsh: Dyfnaint, Cornish: Dewnans, Breton: Devnent).
There is evidence, based on an entry in the Ravenna Cosmography, that there may have been a sub-tribe in the western part of the territory known as the Cornovii from whose name the first element of the present-day name of Cornwall is probably derived.
After a period of emigration in the 5th and 6th centuries from southwestern Britain to northern Armorica, a sister kingdom called Domnonée was established on the continental north Atlantic coast in what became known as Brittany. Historian Barbara Yorke has speculated that the Dumnonii may have seen the end of the Roman empire as an opportunity to establish control in new areas.
Before the arrival of the Romans, the Dumnonii seem to have inhabited the southwest peninsula of Britain as far east as the River Parrett in Somerset and the River Axe in Dorset, judging by the coin distributions of the Dobunni and Durotriges. In the Roman period there was a provincial boundary between the area governed from Exeter and those governed from Dorchester and Ilchester. Julius Caesar's Comentarii de Bello Gallico, Book III notes the close trading and military relationship between the continental Veneti of Armorica and the southwestern insular British.
In the post Roman period the eastern boundary of Dumnonia is unclear. The boundary may have been formed by the West Wansdyke, Selwood Forest and Bokerly Dyke. Thus Dumnonia would have included later Cornwall, Devon, west Somerset and possibly parts of modern Dorset on the eastern border of the Durotriges kingdom. If so Dumnonia would have included places such as Glastonbury and South Cadbury and may have included continental holdings in Armorica. With the expansion of Wessex, the boundary was gradually pushed westward, and across the Channel as Breton king lists begin with Caradoc (Caratacus) in Great Britain and describe the foundation by insular king Riwal 500 CE and stress continuing close ties between western Britain and the continental colonies.