The 25-year-old model has been categorised in the same clique as stars including Taylor Swift, Cara and Kendall.
Though they are her friends, Dunn insists they're not that close and she isn't part of a "squad", reported Elle magazine.
"You take a picture with a group of girls and then all of a sudden we're like, #squad. I'm not saying we're not all friends, we are.
"But when people try to portray us as best friends, I'm like, 'Oh no, we're not that.' We're friends, colleagues. I like being around them. But we're not on each other's speed dials."
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