Newcastle United and Tottenham Hotspur have both reportedly sent scouts to watch the 22-year-old defender in action with Brighton & Hove Albion in recent weeks.
The manager told The Express: "I'm very happy that he is playing well and he has been a very important player for us.
"I would be surprised if the interest wasn't there but I hope he stays here and keeps playing like he's playing. It's very important you keep your best players.
"I know it's not always easy to do that and the players sometimes have different ideas or goals they want to achieve but we are trying to do everything we can to keep the best players here."
Dunk has scored five goals in 14 appearances so far this season.