Hughes left Rovers in turmoil when replacing Sven Goran Eriksson at City this week with talk of further exits amongst the club's playing staff now prominent in the national newspapers.
His impact in four years at Ewood Park was substantial with Rovers being established as a force in the top half of the table and the club gradually shaking off a 'bully boy' tag to play some enterprising football.
As such it is no surprise to see Dunn lament Hughes' decision to leave, even if the midfielder feels that chairman John Williams will be able to replace City's new manager.
"It's a massive blow," said Dunn in the Lancashire Telegraph. "He brought most of the players to the club, including me, and it's very disappointing to see him leave.
"He's built a good team here and it's a big shame that he won't be staying on to take us forwards. But he's gone now and the club has to move on without him.
"It's not the first time John Williams has had to look for a new manager, and I'm sure he will come up trumps again."