Wenger branded Rovers violant following their 1-1 draw at Ewood Park on Sunday.
Dunn said: “It’s getting funny because every time we play Arsenal, they say we’re violent.
“But we’re not, we’re committed and you’d expect that from any team.
“Arsenal have better players than us with more ability through the team, so we have to close that gap and make it into a little bit of a battle.”