I'm assuming that the dimmer works via PWM control of the output? If so, drawing pulses of current from a switchmode supply is an unfriendly load. Usually you'll get that whine, and in the worst case it destabilises the PSU control loop.
A low side LED driver configuration with an inductor, cap and diode is the better way to go for filtering a pure PWM controller, but assuming you can't change that, a CLC filter (a "pi" filter) with bulk capacitance in the mF range between the PSU and controller should help.