Gary was a successful minor league umpire from 1981 to 1990. He went on to coach baseball at Lafayette High School from 1994 until his death in 2003. In 1998, Dunahue co-founded the Gateway Athletic Conference Preparatory Baseball Camp, with his brother Bobby, who was also inducted to the Greater St. Louis Amateur Baseball Hall of Fame in 2013, and Tony Perkins.

From 2996 to 2000, Gary coached the St. Louis Cyclones Summer Select team. In 2001, he coached the St. Louis Select team that won the King Kamehameha Classic in Hawaii. There is an annual memorial baseball tournament in his name.