It was for his service in the Great War that Dunn was knighted in the 1921 New Year's List of Honours. Dunn functioned as a sort of emissary for two Prime Ministers. He first responded when Asquith asked him (and members of the Asquith family) in the autumn of 1914 to write a report on the Army hospital service behind the lines in France. Next, he negotiated with Jacob Borreson an agreement that all of the nickel mined by the Kristiansand Nickel Company of Norway would be sent to Canada for smelting and refining. The British government obtained a virtual blockade on the supply of nickel to Germany, which was forced to purchase nickel from afar (with all the risk entailed by a distant supply) at inflated "spot" prices. Lloyd George requested a situation report from Dunn on the disrupted supply of foodstuffs from Norway, Sweden and Denmark; Dunn's plans for increasing the supply were sound and worked admirably in practice.