The 22-year-old Croatia international finally broke his Premier League duck when he netted for Rovers in the 76th-minute for a goal that won the match against Wigan.
Kalinic looks like he is now beginning to find his feet, something that Dunn had no doubts about.
He told the Lancashire Evening Telegraph: "It was great to see Niko score his first league goal the other day. He has been on fire in the cups and as soon as he came to the club, I was confident he would be worth the money.
"I used to say to everyone, 'He will come good in a couple of months', and I am glad that has come true. I just hope it can carry on - and I am sure it can. He is only a young lad and sometimes you need to give them a little time to settle in off the pitch before throwing them in.
"Niko was given time and, while some people were questioning him, we all knew he had talent and would come good. You see his confidence has been growing and, with help and support, that will continue and I`m sure he will get better and better."