Jackett was furious after a stoppage-time goal condemned his side to a 2-1 defeat by Sheffield Wednesday on Tuesday night.
The Lions will now head into Saturday's FA Cup semi-final against Wigan with a flea in their ear, and Dunne says they will be even more determined to perform.
"It might not do us any harm getting beaten and getting a rollicking," he said.
"Sometimes you get complacent. If we had won we might have got complacent going into Saturday. Getting beaten, we had a rollicking off the manager and it will fire a few of us up for Saturday. That's important."
Millwall were leading after Jimmy Abdou's second-minute goal but Miguel Llera levelled and Chris Maguire hit Wednesday's last-gasp winner to leave Jackett's side still in the relegation picture.
Dunne added: "The manager was disappointed with the two goals. Defensively we have been solid of late but they were sloppy goals.
"We have to learn from that and move on quickly. The Championship is out of the way for a week now so we can prepare for Wembley."