Grand Annual Steeplechase-winning jockey Nathan Dunn could think of no better place to train his first winner.

Dunn now prepares a small team on the Mornington Peninsula and was at Warrnambool on Wednesday to saddle Bedroucho in the Idetect Maiden Plate.

Circling the field under Aaron Lynch, Bedroucho, who was backed from $91 to $31 with bookmakers while returning a dividend on more than $74 on the TAB, went on to score a three-quarter length win over Euroman.

Dunn rode Kwila's Quest to victory in the 2004 Grand Annual while in 2010 he was crowned the Warrnambool carnival's leading jumps jockey riding champion jumper Bashboy to two wins in hurdle races and finishing third on Volkswagin in the Grand Annual.

He said to train his first winner, which came at his 12th runner, at the May carnival was special but could not compare to winning the Grand Annual.

"To win a Grand Annual is an amazing feeling so I can't compare the feeling of riding a winner and now training a winner at the carnival," Dunn said.

"To win just reassures you that you're doing things right and not second guessing yourself as you go."

Dunn said it had been tough going since he retired from riding with pre-training now his main business.

"Switching from being a jumps jockey, to horse breaker, to pre-trainer and now trainer and slowly building up your business has been tough, but worth it," he said.