Walking Light: Memoirs and Essays on Poetry (2001) is a collection of Dunn's prose about his life and his thoughts on poetry. In several of the essays, including "The Hand Reaching into the Crowd" and "A History of My Silence," Dunn connects his views on moral complexity to events in his own life.

New and Selected Poems, 1974—1994 (1994) is Dunn's selection of poems that he considered his best from his first eight collections as well as poems that were new in 1994.

Dunn has said in an interview with Philip Dacey for the online journal the Cortland Review that Fyodor Dostoevsky, author of the novel The Brothers Karamazov (1879), was the "first writer to wholly take over my consciousness." The Brothers Karamazov demonstrates—in its examination of mid-nineteenth century Russian religion, politics, and ethics—the kind of tolerance for moral complexity that Dunn...