Gavin Massey netted the U's second-half winner to make it back-to-back league wins against a cautious Vale side.
Dunne said: "It was an interesting selection by Port Vale.
"When we saw their team sheet, it took us a little bit by surprise.
"We expected one or two changes, but he played a pretty defensive team, which was good for us.
"We were excited about it because it was a great opportunity for us to play our way and our game.
"I thought we moved the ball really well and moved them out of shape a bit, but they had good players to come off the bench.
"There's always a threat when you're only winning 1-0, but we saw it out.
"I felt that we started the game exceptionally well.
"With the team I picked, the onus was on the front four to create and I thought that we saw that in the first 30 minutes or so.
"All we were short of were a couple more goals, but overall I was really pleased."
Vale manager Micky Adams admitted his side were not at their best after they fell to their first defeat since winning promotion from League Two.
Adams said: "To be brutally honest, we were poor.
"I thought the enthusiasm for the game wasn't there for some reason.
"We started off with a system that didn't work and I'll put my hand up for that.
"Obviously I picked the wrong side, but I am really disappointed with the performance.
"I think that was as poor as I've seen us for a while.
"When we had seen Colchester down at Gillingham they had three centre-forwards who played really close together.
"So I thought I'd stifle that if I could, but it didn't work.
"Sometimes you try things but, to be honest, it was still 0-0 (when I changed formation) and we were still in the game.
"What I saw was disappointing.
"We were playing offsides and giving them time on the ball.
"Next week I will change the side.
"I don't want to go overboard, but it was a poor performance."
Colchester dominated early on, with Freddie Sears hitting the bar and Vale keeper Chris Neal denying both Massey and Sears.
Vale's Doug Loft went close with a half-volley but Sears' low shot flashed just wide after the break, while at the other end Chris Lines saw his effort fly narrowly past the woodwork.
Colchester eventually scored their all-important winner with 16 minutes to go when Massey converted from close-range after the impressive Neal had saved Jabo Ibehre's low shot with his legs.