In his first season back on the main tour, Dunn reached the last 32 at the 1999 Welsh Open, where he beat five opponents, including Munraj Pal, Ian Brumby, Paul Wykes and Mark King, before being eliminated 5–1 by Alain Robidoux.

Beginning 1999/2000 ranked 134th, Dunn would enter the 2000s within the top 100 professional players; a run to the last 32 at the 2000 Thailand Masters, where Matthew Stevens beat him 5–1, contributed to £13,000 in prize money for that season, and he finished it in 93rd position.

[2] The next few seasons were anticlimactic, Dunn's best progress being a run to the semi-final of the non-ranking Benson & Hedges Championship, where he lost 3–6 to Mehmet Husnu; however, 2005 heralded a first-ever last-16 finish, at the 2005 Malta Cup.

After several last-64 finishes at the start of season 2010/2011, Dunn briefly entered the top 32 in the rankings in October 2010, but dropped back out within several months; he beat Stevens, Alfie Burden and Stuart Bingham in the 2011 Snooker Shoot-out, but lost his quarter-final 'match' 14–90 to Ronnie O'Sullivan.

However, at the 2014 China Open, he mustered the best performance of his career, beating Tom Ford, Peter Lines, Tian Pengfei, Craig Steadman and world number one Mark Selby to reach the semi-finals.

The next season brought only one last-16 finish, at the 2014 Haining Open, where he lost 3–4 to the eventual finalist, Peter Lines's son Oliver, but Dunn's results were sufficient to move him up to 42nd in the end-of-season rankings, his highest position since 2011.