Dunn, who is in his second stint at the club, is out of contract in the summer, but the 33-year-old is unsure as to who he should approach to discuss his future.
Rovers are currently without a permanent manager, having had four people in the job already this season, and Dunn concedes the uncertainty at the club is unnerving.
"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?"