Dunn's roles include White House Communications Director Alan Reed in the political comedy Dave, U.S. Army Colonel Hicks in the 1998 version of Godzilla, a role he reprised for the animated adaptation of Godzilla, Alan Abernathy's father Stuart in Small Soldiers, Sam Witwicky's father Ron in the Transformers film series, Oscar Galvin in the 2010 action thriller Unstoppable and misanthropic White House Chief of Staff Ben Cafferty in Veep.

[citation needed] Dunn appeared in many live performances in Chicago and its suburbs, including the theater companies Northlight, Remains, Wisdom Bridge and Goodman before his TV and motion picture career.

His film appearances include Small Soldiers, Stir of Echoes, Godzilla, Snake Eyes, Nixon, Mad Love, Ghostbusters II, Dave, Beethoven's 2nd, Hot Shots!, and 1492: Conquest of Paradise.

From 2004 to 2006 Dunn had a small recurring role as Terry Hardwick, a baseball coach and mentor to Tyler Hoechlin character Martin Brewer, on the long-running family drama 7th Heaven.

Dunn played the role of White House Chief of Staff Ben Cafferty in HBO's late 2010s political comedy Veep.