"Calling me a donkey doesn't offend me because they are one of the most hard-working animals," the former Brazil captain told reporters.
Dunga, who led Brazil to the quarter-finals at the 2010 World Cup, was greeted with chants of "donkey, donkey" as his side were held to a 2-2 draw by Vitoria in a Brazilian championship match on Thursday.
"We're always under pressure and we always have to try and improve," he added. "It's not the first, nor the last, time that it's going to happen."
Inter, who visit Criciuma on Sunday, have drawn half of their 20 games in the competition, although they are still fifth in the 20-team table.