Dolan was ordained a priest on June 19, 1976, by Edward O'Meara, who was an Auxiliary Bishop of St. Louis and later Archbishop of Indianapolis. Dolan then served as an associate pastor at Curé of Ars in Shrewsbury and Immacolata Roman Catholic Parish in Richmond Heights until 1979. From there he began his doctoral studies at The Catholic University of America under John Tracy Ellis, with a concentration on the history of the church in America. His thesis centered on Bishop Edwin Vincent O'Hara of Kansas City, and was eventually published in book form. Upon Dolan's return to Missouri, he performed pastoral work from 1983 to 1987. During this time he collaborated with Archbishop John L. May in reforming the archdiocesan seminary.