The glovesman was part of the Wrexham side that registered a club record amount of clean sheets while Keates was in charge of the Welsh side last season.
Dunn was between the posts for 16 of the 22 shut-outs the Dragons registered in the 2017/18 campaign. And after joining forces with Keates again at the Banks’s, he says there is no reason the Saddlers can’t be as defensively sound.
“Of course it can be repeated here,” the 30-year-old said.
“It was the way we set up at Wrexham that made us so strong defensively. We were solid, had a bit of experience and sometimes it just clicks. It’s momentum as well in football – you get a few clean sheets and they seem to follow one after another..
“Obviously Walsall is a step up and it’s a tough level – really competitive. It’ll be harder but it’ll be a good challenge for everyone.
“If we can start well, get a bit of momentum and go on a run things seem to become easier.”
Dunn will compete with Liam Roberts for the number jersey next season. And he admits he’s already enjoying working with the 23-year-old.
“Liam came in last year, did well and made the number one his own,” Dunn continued.
“He’s a fairly young lad but he’s got a bright future ahead of him.
“We’ve worked together in training and we’re both working off each other. I think it’ll be good competition.”
Alongside Dunn and Keates, goalkeeping coach Michael Oakes has also made the switch from Wrexham to Walsall.
Oakes enjoyed a glittering playing career that saw him play more than 200 games for Villa and more than 50 for Wolves.
And Dunn believes he is another shrewd addition.
“He (Oakes) brings a wealth of experience,” the keeper added.
“He’s played at the highest level and had a great career.
“If you can take anything from him, you’re doing well.”