Born in Illinois in 1977, Dunn moved to St. Paul, Minnesota, with his mother when he was a toddler. While attending St. Paul Central High School, he was involved in theater and joined an improv comedy group. Dunn moved to New York in 1998, and while there, worked on Late Night with Conan O'Brien. He then moved to Los Angeles in 2004.
Prior to working on Key & Peele, Dunn was a writer and performer on madTV, from 2005 to 2009. He has also appeared in Parks and Recreation, Nick Swardson's Pretend Time, Game Shop and Burning Love. Dunn hosted the comedy variety show RT-ES, produced by Rooster Teeth Productions, and co-starred in their sci-fi action comedy Lazer Team in 2016. He is an alumnus of the improvisational comedy group Boom Chicago and has performed and taught at the Upright Citizens Brigade Theatre since 1999.
Dunn has received two Emmy Award nominations for Outstanding Writing for a Variety Series for his work on Key & Peele.
- Colton is a Minnesota Wild fan.