Savage netted the penalty on 78 minutes, after Leeds defender Roque Junior was red-carded for a foul on Mikael Forssell in the box and Paul Robinson had saved Dunn's kick, the linesman ruling that the Leeds keeper had moved.
Forssell rapped up the game for Blues 6 minutes from time with his third goal in two games.
Leeds: Robinson, Kelly, Harte, Morris, Camara, Viduka, Sakho (Lennon 79), Pennant, Rogue Jnr, Smith, Olembe
Blues: Taylor, Johnson, Clapham, Upson, Cunningham, Dunn (Morrison 89), Savage, Clemence, Lazaridis, Dugarry (Cisse 85), Forssell (Tebily 88). Subs not used: Bennett, John.