Dunn was born "probably" in Kirkdale, Liverpool, England. He was the son of Irish parents, Margaret (née Kavanagh) and Thomas Dunn. He went to sea at the age of 16, jumping ship in South Africa and taking up an engineering apprenticeship in Simon's Town. He later travelled to Australia, working for a glass company in Sydney, and then on to New Zealand where he worked as a miner, timber-trucker, and wharf labourer.
