The White Sox traded Dunn to the Oakland Athletics on August 31, 2014, in exchange for Nolan Sanburn. Hours after the trade was announced, Dunn announced he would "probably" retire after the 2014 season. On September 1, Dunn made his first plate appearance with Oakland and hit a two-run home run against the Seattle Mariners. He became the 12th player in Athletics history to hit a home run in his first at-bat with the organization. After a few productive games early on with the A's, Dunn's performance declined and became similar to his time with Chicago. In 25 games with Oakland, he batted .212 with a .316 on-base percentage, two home runs and 10 RBIs. Dunn is one of fourteen players to have played 2,000 games without making the postseason, as Dunn played in 2,001 games, which was the longest for any active player at the time of the end of his career. On the last day of the season, the Athletics clinched the second AL Wild Card spot that meant he was on a postseason roster for the first (and only) time. However, he did not make an appearance in the AL Wild Card Game, which ended with a 9–8 loss to the Kansas City Royals. Dunn confirmed his retirement after the game.