The 33-year-old, who is in his second stint with his boyhood club, will become a free agent in the summer unless his current contract is extended at Ewood Park.
However, Rovers do not have a permanent manager at this moment in time and the midfielder has admitted that he is unsure who he would have to talk with to resolve his situation.
"I'm two or three months away from being out of contract and if I'm being blunt about it, I'm not too sure who to speak to," said Dunn. "I'd rather just know. My family are here and my kids are here so if it's a 'yes', great, if it's a 'no' then at least I've been here a hell of a long time in two spells.
"I'm probably being more patient than I would be if I was at another club. But if it's not going to happen, they could show me a bit of respect and tell me. It would be a crying shame if I got to May, went home, and that was it.
"I deserve a little bit more than that for the effort and the loyalty I've shown over the years. But who knows what happens at this place?"
Dunn began his career with Blackburn before spending four years with Birmingham City up until 2007. He then returned to Rovers after he had turned down the chance to join Bolton Wanderers.