Bundy has been considered one of the most physically gifted pitchers in professional baseball, and he is remarkably advanced for his age. He throws four-seam, two-seam and cut-fastballs as well as two off-speed pitches—a curve ball and a change up. He throws his fastball with well-above average velocity and movement. His four-seamer has touched 100 mph as a high school player. Since his elbow surgery, his fastball is in the 93-94 mph range, topping out around 97-98. Bundy's second-best pitch is his 88–94 mph cutter. He uses his cutter primarily against left-handed batters to overpower them on the inner-half of the strike zone. He also throws a curve ball at 75–77 mph that rates as one of the best in the Orioles system, as well as a solid change up.

This 2018 Frederick Keys Dylan Bundy "Longbow" bobblehead is one of only 1,000 made. It includes its original packaging.