Born in Wake County, North Carolina near Raleigh, Dunn was the son of Grey and Lydia Baucum Dunn. He moved with his father to Limestone County, Alabama, in 1837. He attended the country schools, and was graduated from Jackson College, Columbia, Tennessee, in 1854.
Dunn's early life was marked by his birth in Wake County, North Carolina near Raleigh, the son of Grey and Lydia Baucum Dunn. In 1837, he made a significant move with his father to Limestone County, Alabama. He attended local country schools and later graduated from Jackson College in Columbia, Tennessee, in 1854.