Dunn made two free throws with 2.9 seconds left to give the Bulls a 104-102 victory over the New York Knicks on Saturday night.
Coach Fred Hoiberg put the ball in Dunn's hands during the final possession and the second-year point guard was fouled by Courtney Lee while driving to the basket.
"I want to be a leader for my team and I want to make the big plays," Dunn said. "I know we have multiple guys who can make plays, but I definitely want to be one of them."
Following a timeout, the Knicks -- who scored 10 straight points to tie it at 102 -- had a chance to tie or take the lead, but Kristaps Porzingis missed a 3-pointer at the buzzer.
Nikola Mirotic, in just his second game of the season, had 19 points to help Chicago win its second straight. Dunn finished with 17 points, nine assists and seven rebounds, and Luari Markkanen and David Nwaba had 15 points apiece. Nwaba had 11 points in the fourth quarter.
"I'm proud of the guys for finding a way to hang on there," Hoiberg said.
Porzingis had 23 points for New York. The Knicks are 1-8 on the road.
"I feel like I let my teammates down, and I'm not talking about the last shot but in general the whole game," Porzingis said. "We have to play at a better level and I have to play at a better level from the beginning."
After snapping a 10-game losing streak Friday night in Charlotte, the Bulls didn't arrive back in Chicago until about five hours before game time because of weather-related delays.
But they jumped out to a 19-6 lead and rallied after New York took a 70-68 lead into the fourth quarter.
"The game was lost way in the beginning," Knicks coach Jeff Hornacek said. "They're a team that had travel issues. We come out not ready to play, let them get out to a big lead. They showed some fight at the end. We've got to come out at the beginning of the game. That's a mental preparation thing that we talked about."
Knicks: C Enes Kanter injured his hip late in the game, but said he will be fine to play on Sunday . C Joakim Noah, who spent the first nine seasons of his career in Chicago, was inactive even though he is not injured. Noah has been inactive or has not played in four of the last five games. ... G Tim Hardaway Jr. (stress injury, lower left leg) remains in a walking boot. "We're going to reevaluate in two weeks," GM Scott Perry said. "I'm optimistic that we're doing all the right things and eventually he's going to be OK."
Bulls: Markkanen was 15 for 51 (29.4 percent) from the field in the previous three games before going 8 for 15 against Charlotte on Friday. "The biggest thing about him, even when he was struggling, he kept a smile on his face, he still came in to work every day and I could tell he didn't lose any confidence at all," Hoiberg said. "For a 20-year-old to have that mentality is pretty impressive."
The Bulls are 5-20, but 2-0 with Mirotic.
"I said to (assistant) Randy Brown on Friday that we were going to win," Mirotic said. "He said, Why?' I said, Because I'm back.' I said we were going to win again today."
The winter storm moving across the Eastern portion of the country this weekend created a travel nightmare for the Bulls following the win at Charlotte. The team had to stay over Friday night and didn't land in Chicago until after 2 o'clock Saturday afternoon.
"We all got to the plane and thought we were going to get out of there (on Friday)," Hoiberg said. "It sounds like our pilot was on a commercial flight that ended up getting canceled. This morning, the same thing."
Knicks: Host Atlanta on Sunday night.
Bulls: Host Boston on Monday night.
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Bulls hold off Knicks
Kristaps Porzingis scores 23 points and knots the game in the final seconds of the fourth quarter, but he can't get the game-winner to fall as the Bulls take the 104-102 win.