Well, frankly this has not been proven, like many other ships in the anime...
I, for one am a PenguinShipper (Kenny x Dawn supporter), therefore I believe that Dawn and Kenny may have someromantic feelings for each other.
Unfortunately, this has not been proven canon (official) by the anime, so it's just a belief. Also, some other fans may disagree and ship (pair) Dawn with Ash (PearlShipping); Brock (LightRockShipping); Conway (HeatTagShipping); Barry (TwinleafShipping); Lucas (FortuneShipping); and many more...
So, all in all... the main answer for this question is...
Unconfirmed... Since the ship is debatable...
New entry
Well in a recent episode "Four roads diverged in a Pokemon Port!" released on 11/6/10 Kenny has admitted that he does "fancy" Dawn. Which is why he battles Ash to go with Dawn on a journey. Of which Ash loses but Dawn decides to go with Ash to cheer him on the Sinnoh League. But Brock wishes Kenny good luck with Dawn.
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I the pokemon diamond and pearl t.v. series I hope that Dawn will marry Kenny.
if you're a penguinshipper then you should know that in one episode dawn teased Kenny about her contest dress.also, after dawn won some contest she smiledat Kenny, showing her soft side for him.
It is more hinted that Kenny likes dawn * which he does* but it is not certain dawn does but it is obvious they are very close as in episode 26 she flirts with him and she normally seems jelous when Kenny ignores her and talks to either ash or brock He likes her because he asked dawn that he was going to battle ash and if he wins dawn mit go on a journey with him. but she doen't she ends up watching ash in the sinnoh league. she leaves him a note and Kenny smiles, he then lookes up and sees dawn. but what gives it away is that he runs of and tells dawn that he has to tell her his feelings.
Once Kenny,Liona and Dawn were given the job of pokemon caretakers in a pokemon center and dawn was electrified by a duo of plusle and minun thus her hair became pointed and started to shine Kenny called this 'Diamond Dandruff' which in short he calls 'DD'
of course its Ashton a he is the hottest at oojh