An early second-half penalty from Joao Pedro saw Brighton win their Europa League tie 1-0 in Greece.
Dunk said, "It is a massive evening for the club and everyone involved, the players and the fans, a result we will always remember.
"We knew before coming here it would be a tough game in a big atmosphere.
"We had to show grit and determination. We didn't play how we like to play, it's not the football we usually play. But sometimes you win in another way."