Dunn might have expected to inherit shares in the collieries owned by his family and be manager there, but the will of his Uncle Matthias who died in 1825 did not provide for this, perhaps because Dunn wanted to be able to continue his freelance work.
He leased and became a partner in several collieries including Stargate near Ryton, Co. Durham and Prestongrange, East Lothian,(now the site of the Prestongrange Industrial Heritage Museum) where, in 1830, he sank the first deep shaft in Scotland using Buddle's cast-iron tubbing to line the shaft.