Both phrases, "I don't know" and "I dunno", are the exact same thing, it's just a matter of spelling. "I don't know" is the standard, more formal version, and "I dunno" is spelled phonetically to hint your casual tone of voice as in how people say it informally in every-day, colloquial language.
So, although these two versions mean the same thing, the impressions they give off might be slightly different, depending on the situation where the conversation takes place. But most of the time, they are used interchangeably.
So, when used as a response to an informal situation like the one given ("What is wrong?"), it really doesn't matter whether "I don't know" or "I dunno" is used. Plus, people don't really care that much in daily conversation.
Hope this help! :)