He scored 30 points on November 29, 2006, against Michigan State on national television. His career-high in points is 36, which he scored against Villanova in a January 19, 2005 victory during his sophomore season. He averaged 19 points and 3 assists per game during his senior year.

On June 28, 2007, Dudley was taken 22nd overall in the NBA Draft by the Charlotte Bobcats.

Soon after the 2007 draft, Dudley entered the Bobcats’ regular playing rotation and made his first start on November 24, 2007, vs. Boston, scoring 11 points and grabbing nine rebounds. He went on to establish himself as a key player in the Bobcats’ rotation, starting often while with the team. He finished the 2007–08 season averaging 5.8 points a game. He also played as the team’s power forward during his rookie season with the Bobcats before being more of a small forward in his second season with them.

Dudley played 20 games for the Bobcats in 2008 before he was traded to the Phoenix Suns. In those 20 games, he averaged what would be a career low 5.4 points.

Dudley was traded to the Suns on December 18, 2008, along with teammate Jason Richardson and the Bobcats’ 2010 second round pick, in exchange for Raja Bell, Boris Diaw, and Sean Singletary. He gained media attention for posting journalist-style videos of interviews with his Suns teammates on Twitter under the name of JMZ or JSPN (parodies of TMZ.com and ESPN respectively). Dudley played in 48 games for the Suns that season and averaged 3.0 rebounds per game, 0.8 assists a game, and 5.5 points per game.

In the 2009–10 season Dudley was a key player in the 2010 NBA Playoffs. He played in all of the Suns 16 playoff games that season, shooting 42.4% on three-pointers. But the Suns eventually lost to the Los Angeles Lakers in the Western Conference Finals by a margin of four games to two.

Due to the departure of veterans Steve Nash and Grant Hill, Dudley and Jermaine O’Neal were named the Suns’ captains for the 2012–13 NBA season. On December 27, 2012, Dudley recorded a career-high 36 points on 11-of-17 shooting (5-of-8 from the three-point line and a perfect 9-of-9 from the free throw line), as well as five rebounds and three assists against the New York Knicks.

On July 10, 2013, Dudley was traded to the Los Angeles Clippers in a three-team deal that also included the Milwaukee Bucks getting draft picks and Phoenix Suns getting players in exchange, primarily Eric Bledsoe. Dudley was the Clippers’ starting small forward until January 20, 2014, when he was replaced by Matt Barnes.

On August 26, 2014, Dudley was traded, along with a 2017 conditional first round draft pick, to the Milwaukee Bucks in exchange for Carlos Delfino, Miroslav Raduljica and a 2015 second round draft pick. He would play as the team’s shooting guard that season due to Milwaukee’s size at the frontcourt. On December 26, 2014, Dudley became the first player to shoot 100% from the field for an entire game with at least 10 overall shots and 3 three-point shots by making 10-of-10 field goals and 4-of-4 shots from the three-point line as he recorded 24 points, 4 rebounds, 4 steals and 2 assists off the bench in a blowout 107–77 victory over the Atlanta Hawks.

On June 30, 2015, Dudley opted in with the Bucks for the 2015–16 season.

On July 9, 2015, Dudley was traded to the Washington Wizards in exchange for a protected future second round pick. On July 21, he was ruled out for three to four months after undergoing surgery to repair a herniated disk. Dudley spent much of the 2015–16 season as the team’s power forward due to the Wizards’ lack of size at that position.

On July 8, 2016, Dudley signed with the Phoenix Suns, returning to the franchise for a second stint. While not his primary position, Dudley was made the Suns’ power forward to start the 2016–17 season. He was moved to the bench after seven games, and on November 9, he scored a season-high 19 points off the bench in a 107–100 win over the Detroit Pistons. On March 24, 2017, he recorded a season-high 10 assists in a 130–120 loss to the Boston Celtics. On April 5, he scored a season high-tying 19 points in a 120–111 loss to the Golden State Warriors.

On June 23, 2017, Dudley underwent a left toe ligament and bone procedure, ruling him out for three to four months.

On July 20, 2018, Dudley and a protected 2021 second round draft pick were traded to the Brooklyn Nets in exchange for Darrell Arthur. He missed 16 games over January and February of the 2018–19 season with a strained left hamstring. During Round 1 of the 2019 NBA Playoffs, he got into a feud with Philadelphia 76ers player Ben Simmons. He called Simmons “average” and later he got into an altercation in the series with other 76ers players.

On July 7, 2019, Dudley signed with the Los Angeles Lakers. Dudley won his first NBA championship when the Lakers defeated the Miami Heat in 6 games in the 2020 NBA Finals.