Dunk, 28, was excellent for Brighton last season and many felt the Albion skipper could be called up by Southgate and add to his one cap he earned against the USA in 2018.
Harry Maguire was included in the squad to face Iceland in Reykjavik on September 5, before taking on Denmark in Copenhagen on September 8.
The United man was involved in a Greek brawl during his summer holiday and has pleaded not guilty to charges of aggravated assault and attempted bribery of an official.
"It’s important he knows he’s got my support," said Southgate on the situation regarding Harry Maguire:
"If down the line the information changes I’ll have to review that decision but I have a fantastic relationship with the boy.
"Harry’s been an outstanding character for us. I’ve no reason to doubt what he’s telling me, and It’s important he knows he’s got my support at this moment."
Perhaps the main surprise for Albion fans is that Everton's Michael Keane was selected ahead of Dunk.
Keane was not at his consistent best last season but was preferred to the Brighton man.
Aston Villa's Tyrone Mings was also included with Tottenham's Eric Dier, Liverpool's Joe Gomez and Maguire taking the remaining central defensive positions.
There was also a first time call-up for Leeds United's Kalvin Philips. The midfielder and Brighton's Ben White were the outstanding players for Leeds last season as they gained promotion to the Premier League.
"He is a player we have watched a lot in the last 12 months with Leeds," said Southgate.
"The position he plays is one where we need competition for places. It's an exciting moment for him."
Goalkeepers: Dean Henderson, Jordan Pickford, Nick Pope.
Defenders: Trent A-A, Eric Dier, Joe Gomez, Michael Keane, Harry Maguire, Tyrone Mings, Kieran Trippier, Kyle Wlaker.
Midfielders: Phil Foden, Mason Mount, Kalvin Phillips, Declan Rice, James Ward Prowse, Harry Winks.
Forwards: Tammy Abraham, Mason Greenwood, Danny Ings, Harry Kane, Marcus Rashford, Jadon Sancho, Raheem Sterling