Dunn left for Chicago in 1902, where attended the Chicago Art Institute. Although he never lived in South Dakota again, it would remain a continual inspiration and recurring subject for his art.
Dunn's two years at the Art Institute were uneventful, yet the experience and exposure were invaluable. Dunn met Howard Pyle when he lectured at the Chicago Art Institute in the spring of 1904. Soon after that meeting, Dunn moved to Wilmington to study under Pyle. By 1906, Pyle encouraged him to set up his own studio. Thus, the young artist began his fruitful career as an illustrator. Jobs came quickly to Dunn, and soon he was working for the most important magazines. His punctuality and tenacity made him a favorite among editors.
In 1914, Dunn moved to New Jersey, to be closer to New York. The next year, Dunn and Charles Shepard Chapman started the Leonia School of Illustration. Howard Pyle, the teacher, had influenced Dunn as much as Pyle, the illustrator. Dunn tried to fashion his school into a community-based art school like Pyle's. However, because of Chapman's and Dunn's different approaches to teaching art, the Leonia school did not last long. Nonetheless, Dunn taught in various institutions and from his own studio for the greater part of his life.
In 1918 Dunn traveled as a war artist with the American Expeditionary Forces in France. After the war, he slowly increased his output of paintings related to his childhood on the northern plains. After 1939, Dunn devoted more time to easel painting.
Harvey Dunn was a member of the Society of Illustrators and served as its president in 1948-1949.