The 34-year-old's current contract expires in the summer, but he believes that he must be patient as he waits to find out whether he will be at Ewood Park for much longer.
"I've had a few little chats here and there but it's like last season, when I think I signed just before pre-season," Dunn told the Lancashire Telegraph.
"Although it's always nice to know what you've got in store and where you're going to be, in the same breath you've got to be patient.
"I'm going to carry on playing wherever it is but ideally that would be Blackburn Rovers."
Blackburn are currently three points outside the playoff places with two games remaining in their Championship campaign.