Dunne told AFP in an email she had been invited to be a panelist at a conference organised by the pro-government Egyptian Council for Foreign Affairs (ECFA).
She arrived overnight at Cairo airport but her name was on a list of people banned by the department of state security, and she was put on a plane to Frankfurt, an airport official said.
"Authorities have no reason whatsoever for refusing me entry. I have visited several times per year for more than a decade now," she said.
"Some Egyptians complain I don't list enough to pro govt views. When I accept invite to conf of pro govt group they deny me entry. Go figure," she said on Twitter.
An interior ministry spokesman was unable to comment on why Dunne, who once served at the US embassy in Cairo, was turned back.
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Dunne, a senior associate at the Carnegie Endowment for International Peace, is a former diplomat specialised in the Middle East.
ECFA executive director Amin Shalabi said the council invited Dunne to attend the conference "despite her critical writings about the situation in Egypt".
The council hoped "to correct her point of view and erase, through dialogue, the wrong ideas that she has," he added.
In August, Human Rights Watch said Egypt banned its head from entering the country, citing "security reasons."
HRW executive director Kenneth Roth and Middle East director Sarah Leah Whitson had come for the release of a report to mark a year since the killing of an estimated 700 protesters, in one of the deadliest incidents of its kind in decades.
The protesters were supporters of deposed Islamist president Mohamed Morsi, deposed a month earlier by then army chief and now President Abdel Fattah al-Sisi.
Since Morsi's overthrow, at least 1,400 have died in clashes with police and more than 15,000 jailed in a crackdown, while Morsi and leaders of his Muslim Brotherhood face trials punishable by death.