"The team battled their butts off and I didn't do my job," Dunn said. "I blew it. Even the strikes I'm throwing aren't hitting the spots. I'm going to have to grind it out and figure out what's going on."
Dunn allowed two of the five earned runs charged to Colorado relievers, which included Jesse Winker's walk-off two-run homer off Chris Rusin in the 13th. The Rockies won the series, but missed their chance to sweep the Reds at Great American Ball Park for the first time since 2009.
Rusin (0-2) took the loss while Dylan Floro (2-1) earned the victory for Cincinnati. The Rockies are now 3-2 this season in extra innings.
"A fastball," said Winker of his winning blast off Rusin. "[Joey Votto] getting on to start the inning was huge, obviously. He went fastball away, slider and then I thought he was going to go back to the fastball. I just recognized it and tried to put a good swing on it."
Bryan Shaw, who has been struggling as much as any Rockies reliever, pitched two scoreless innings of relief on Thursday, getting double plays to end the 10th and 11th.
But the rest of the Rockies' 'pen -- which had an 8.00 ERA in June coming into Thursday's game -- couldn't close the door.
"We're going through a very difficult time with a few guys," Rockies manager Bud Black said. "We're addressing it on a daily basis, returning to a track record of performance. We're digging fundamentally into the deliveries of each guy."
When Carlos Gonzalez threw out Eugenio Suarez at the plate to prevent the tying run in the eighth on a 95.8 mph throw, it appeared the Rockies might hang on for the sweep. Gonzalez went 2-for-5 with a double and RBI.
Reds starter Tyler Mahle allowed three runs (two earned) over five innings. Colorado pounced on Amir Garrett in the sixth to increase its lead to 5-2. Ryan McMahon's RBI triple and DJ LeMahieu's sac fly would tack two more runs on the board, but that would be the only scoring allowed by the Reds' bullpen in eight innings pitched.
Wade Davis entered the ninth clinging to a 5-4 lead after Dunn loaded the bases and allowed two runs in the inning prior. Davis' wild pitch allowed catcher Curt Casali to score the tying run with two outs to send the game into extras. Davis had three strikeouts in the ninth, but he also threw two wild pitches and hit a batter.
MOMENTS THAT MATTERED Because of a lost challenge on a play at the plate in the second inning, the Rockies couldn't challenge when Charlie Blackmon was thrown out at second after tagging up at first on Nolan Arenado's fly ball in the fifth inning. Replays indicated Blackmon might have slid under Brandon Dixon's tag. Gonzalez doubled following the play.
MITEL REPLAY OF THE DAY There were two replay reviews in the first two innings, and both rulings went in the Reds' favor. The more critical of the two was a play at the plate when Adam Duvall scored from first on Casali's double in the second inning just ahead of Tony Wolters' swipe tag. After a one-minute and 48-second review, the call on the field would stand, tying the game at 1.
YOU GOTTA SEE THIS Not much Arenado does with the glove is a surprise anymore, but the Rockies' third baseman added to his highlight reel on Thursday with a diving stop on Alex Blandino's hard grounder to save a run. Arenado dove, then from his knees threw across the diamond to retire the Reds' shortstop to strand the tying run at second.
UP NEXT The Rockies begin a three-game homestand on Friday against the D-backs, with right-hander German Marquez making his 12th start of the season. He did not factor in the decision in his last start on June 2, but he did tie a season high with eight strikeouts. Marquez is 0-3 with a 3.79 ERA in eight career appearances versus the D-backs. Arizona will counter with right-hander Zack Greinke, who is 4-4 with a 3.44 ERA on the season.
Jeff Wallner is a contributor to MLB.com based in Cincinnati.