Dunne had to suffer the agony of Ireland being eliminated from the World Cup via Thierry Henry's controversial handball which led to France's winning goal in Paris.
Then the first major final of Dunne's career ended in disappointment when Villa were beaten 2-1 by Manchester United in the Carling Cup, despite taking an early lead through James Milner's penalty.
But Dunne is single-minded enough to look forward rather than reflect on what is now consigned to the history books as Villa look to avenge their 7-1 reversal at Stamford Bridge two weeks ago.
The former Manchester City defender said: "I don't look back on things I can't change. There's nothing I can do about it so I don't think about it.
"I always look ahead so now I'm looking forward to a successful end to the season.
"The Ireland thing is over now. It can't be changed. I was also gutted when Villa lost at Wembley. It was my first final and we went there aiming to lift the trophy but it wasn't to be.
"Fortunately we have the chance to go back and hopefully reach another final. I think the Carling Cup final could benefit us in the long run. We've been to Wembley and lost - and we don't want to experience that again.
"I suppose to lose a semi-final is a bigger heartbreak because you are so close to getting to a final.
"But we will be ready for Saturday's game. On our day we are as good as any team."
Dunne admits he has been driven on by a desire to prove Martin O'Neill made the right choice when bringing him to Villa Park from Eastlands on the final day of the summer transfer window in a £6million deal.
O'Neill was forced to reorganise his back four after the enforced retirement of skipper Martin Laursen and Curtis Davies' shoulder problem.
But Dunne has formed a solid partnership with James Collins at the heart of the Villa back four and the mauling at Chelsea was in sharp contrast to the defensive displays during the rest of the season.
Dunne said: "For me, it's all about proving myself and showing that Martin O'Neill was right to sign me. I had options to go to other places but chose Villa because of what had happened here during the past couple of seasons.
"I could see the progress being made by the club and I'm really thankful that I came here. It's been about repaying the faith the manager showed in me.
"I was aware that moving clubs doesn't always mean you will be successful but the new lads settled in quickly and, overall our results have been good."
Dunne is often asked about his former club and the fact they cannot lift silverware this season despite their massive outlay on players.
But he insisted: "If we win the FA Cup, that's brilliant. If Manchester City don't win anything, that doesn't give me any satisfaction. I've moved on and Villa mean everything to me now."
Dunne is expected to be fit despite withdrawing from training on Thursday with a sore Achilles tendon.
Midfielder James Milner should also be available after returning to training after being rested for the win at Bolton following a similar problem.