Dunn continued to improve in his second season with Niagara, totaling 56 points in 68 games to clinch the team's Top Defenceman of the Year Award. He was invited to the 2015 BMO Top Prospects Game where he remained pointless in the 6–0 loss to Team Orr. He also earned a final ranking of 32nd overall amongst North American Skaters by the NHL Central Scouting Bureau prior to the 2015 NHL Entry Draft. When asked about his rising status, Dunn stated "Obviously, I want to be selected in the first round....I believe I’m a first-round pick but if it doesn’t end up that way, I’m going to work just as hard no matter where I am picked and whoever picks me." Dunn and the IceDogs qualified for the 2015 OHL playoffs, where he scored four goals in Game 1 against the Ottawa 67s to help the team win the series 4–2. He began the second round against the Oshawa Generals leading all defencemen before being suspended two games for slew footing Mitchell Vande Sompel. Although he returned to the lineup for Game 4, a knee injury would keep him out for the remainder of the series. Dunn was eventually selected by the St. Louis Blues 56th overall in the second round of the draft and signed a three-year, entry-level contract with the team on September 25, 2015.
On June 24, 2015, Dunn was one of seven Niagara IceDogs players and prospects invited to participate in Hockey Canada Summer Showcase. However, Dunn left the camp early due to a pre-existing knee injury. Dunn attended the St. Louis Blues 2015 Development Camp before returning for his final season of major junior hockey with the IceDogs. Once again, he led the IceDogs to the OHL playoffs and was selected as the IceDogs Top Defenceman of the Year for the second consecutive season. During the IceDogs Eastern Conference Finals series win over the Kingston Frontenacs, Dunn suffered a knee injury and sat out for the start of the Eastern Conference championships. He suffered the injury during Game 3 of the series and was listed as day-to-day with no surgery required. Dunn eventually returned to the lineup and led the IceDogs to the Eastern Conference championship over the London Knights.