Miho Harasawa, a spokeswoman for Tokyo Blue Note, the last venue Dunn played, confirmed he died alone early Sunday. She had no further details.
Dunn, who was born in Memphis, Tennessee, in 1941, performed on recordings with Eric Clapton, Neil Young and many others, and specialized in blues, gospel and soul. He played himself in the 1980 hit movie "The Blues Brothers."
He received a lifetime achievement Grammy award in 2007 for his work with Booker T. and the MGs.
Dunn and guitarist Steve Cropper were on tour together in Tokyo.