Dunne is one of only two members of the Lions' current squad who was at the club for their FA Cup final appearance back in 2004, when Dennis Wise's side were beaten 3-0 by Manchester United at the Millennium Stadium.
The 30-year-old has been a fixture in the Millwall side over recent years but was an unused substitute for the showpiece event against the 11-time winners of the competition.
The Lions have a chance to reach the FA Cup final once more and face a quarter-final tie at home to fellow npower Championship side Blackburn on Sunday afternoon, with victory setting up a Wembley semi-final.
However, Millwall have won just once in the league since New Year's Day and have lost their last three home matches, meaning Kenny Jackett's side have slipped out of the play-off picture.
Dunne draws comparisons with the season under Wise when players had one eye on the cup run and were determined not to miss out on the chance to face United.
"It is a very similar season to 2004, our league form dipped at the time," said Dunne. "Players were on eight or nine yellow cards and players were worried about injuries and it did affect our league form so it is very similar to this year."
A 2-0 home defeat to struggling Wolves on Tuesday night was not the ideal preparation for the visit of Blackburn and Dunne thinks the current crop of players may be having similar thoughts to those of the 2004 squad.
"It maybe that in the back of their heads a few of the boys might have had the cup game in mind, as much as you don't want to," he said.
"You try and eradicate it from your mind but sometimes it happens and you don't play your best and Tuesday night was not good enough."