Dunga was addressing a press conference at The Fairway hotel in northern Johannesburg's Randburg district, where the Selecao will be based for the tournament.
The Brazilian coach said the team were looking forward to what he termed a "difficult" World Cup.
He would leave it up to the players to decide whether they abstained from sex and other sensory pleasures, he said.
"Not everyone likes sex," Dunga ventured.
The five-star hotel of the 23-strong Brazil squad is set in a golf estate.
On Thursday golfers were going about their game in the autumn sunshine, seeming unfazed by the arrival of the five-time World Cup champions. A Brazilian flag hanging from a boom gate restricting access to the neighbourhood around the golf club was one of the few indications that the so-called Samba Kings were in the area.
Brazil are among the favourites again to win the tournament.
Asked about his impressions of South Africa's preparedness for the World Cup, Dunga said the hosts appeared very motivated to do a good job and praised the atmosphere 15 days before kick-off. Three in 10 South Africans preferred Brazil to the national team, Dunga said.
Local fans of the team were barred from seeing their heroes when they landed at OR Tambo International Airport Thursday morning only to be quickly whisked away by bus.
South African authorities have declared all the teams' airport arrivals off bounds and told the non-travelling public to stay away.
Admirers of star striker Kaka and his teammates will have to wait for Brazil's first training session at a nearby school in Randburg to see them in action.
The World Cup begins in 15 days' time on June 11.
Brazil have been drawn in the same group as Portugal, Ivory Coast and North Korea, dubbed the Group of Death.
The team first meets North Korea at Johannesburg's Ellis Park stadium on June 15.
On June 25, they play Portugal in Durban in one of the most eagerly-anticipated of the 64 games.
Before then they will travel to Zimbabwe and Tanzania for friendlies on June 2 and June 7.
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