Those were the only consolation prizes for the White Sox, who otherwise fell victim to Lance Lynn in a 1-0 loss to the Cardinals at Busch Stadium.
The most pressing issue for the Sox is the health of Dunn, who was scratched from the starting lineup and appears questionable for Thursday night's series finale.
Dunn was healthy enough to bat for Peavy after Orlando Hudson singled with one out in the eighth.
But Marc Rzepczynski, who gave up a homer to Dunn on Tuesday night, relieved Lynn and induced Dunn to ground into an inning-ending double play.
Dunn labored while running down the first base line and after the game he showed reporters a video clip of how he rolled his ankle on his home run swing.
"Swinging wasn't too bad," Dunn said. "But running, not that I can move as it is, but you can imagine how bad it was when I can't move, plus you add that. That would have been a disaster.
"There was no way I could have got out there (in left field) and been productive."
The Sox put the tying and winning runs on base with one out in the ninth as only shortstop Rafael Furcal's diving on Dayan Viciedo's infield hit prevented the Sox from tying the game.
But closer Jason Motte induced Paul Konerko to ground into a game-ending double play and cap a frustrating night for the Sox, who earlier had watched Alex Rios stranded at third after he tripled to start the fifth.
Peavy (6-2), meanwhile, paid the price for his only mistake — a home run pitch to Carlos Beltran in the third.
"I just got outpitched," Peavy said. "There ain't no other way to say it. The kid (Lynn) was very good, and we had our chances. Beltran made a great play (in right field) to stop an extra-base hit (by Alejandro De Aza in the sixth). If that ball doesn't get caught, it's an extra-base hit."
Peavy's performance took some of the heat off a rotation that faces a difficult decision next week with John Danks destined to come off the 15-day disabled list. The Sox aren't sure when Danks will return to the rotation, but Peavy's outing with a stomach ailment was encouraging.
"I fought this sickness that everybody else had," said Peavy, who scattered seven hits in seven innings. "I just didn't feel good at all the last couple of days. Hermie (trainer Herm Schneider) concocted something up that got me through tonight.
"I had to throttle back, and maybe that helped me mechanically with some of the stuff we were working on."