The majority of Rovers supporters have demonstrated their anger and desire for the Scottish boss to be sacked from his post after a run of disappointing results in the Premier League.
"Let's be a little bit more realistic. Of course we want to beat Manchester City, Manchester United and the top teams," Dunn told Sky Sports News.
"But at times it is very difficult, certainly with the gulf that seems to be appearing in the Premier League."
The 31-year-old was quick to offer support to Kean but understands supporters' frsutrations.
"Not for one minute am I having a go at the fans for booing - everyone is entitled to their opinion," he added. "It's the first time I've seen that inside the ground - so hostile towards individuals.
"It is very difficult for the players to see what we saw on Saturday towards [Kean] because we know how hard he works."
The Premier League side are currently 19th in the table.