Gather all ingredients. Heat oil to 375 degrees F (190 degrees C) in a heavy skillet.
Beat milk and eggs together in a large bowl.
Combine flour, baking powder, cinnamon, and salt in a separate bowl.
Stir into egg mixture until smooth.
Use your finger to cover the funnel hole; pour in 1 cup of batter. Starting in the center of the skillet, remove your finger and move the funnel in a swirling motion to make a 6- or 7-inch round.
Fry in hot oil until bottom is golden brown; flip funnel cake and continue cooking until golden brown all over, about 1 minute per side.
Drain on paper towels. Continue cooking remaining batter.
Sprinkle with confectioners' sugar and serve warm.
