Neymar will step down as captain of Brazil following their win of gold in the Olympics.
Dunga appointed Neymar captain after the 2014 World Cup.
"Today I have become a champion, and I give up the captain's armband," said Neymar.
"It was an honor to be captain, but from today I stop being captain. I will send a message to [senior coach] Tite that, from now, he can look for another captain."
Neymar, who has has won the Confederations Cup with Brazil and the Champions League with Barcelona, said: "I do not like to put one title above the other -- every competition I contest and win is important.
"Of course, it had great importance to Brazil and thank God we did it -- after a lot of struggling, work and concentration."