Dons players trudge off the field almost in disbelief that they've just lost that one. Brentford had one decent attack, one shot, and have three points.
The home side had their chances - Jermaine Easter three times going close in the first half and Aaron Wilbraham first being denied by goalkeeper Wojciech Szczesny and then the woodwork in the second.
Charlie MacDonald was Brentford's hero, racing through onto a long ball forward to drill past Willy Gueret and send 881 away fans into raptures.
As it happened:
FULL-TIME: MK DONS 0 BRENTFORD 1 90+3mins - Hope springs a Wilbraham controls a long ball and feeds Gobern on the right, but Sam Wood stands up brilliantly to the quick feet of the Dons winger and sees the ball out for a goal-kick.
90mins - Last throw of the dice for the Dons as big Darren Powell is thrown on up front. Quashie makes way. We'll have four minutes to added time.
87mins - GOAL! MK DONS 0 BRENTFORD 1 - CHARLIE MacDONALD
We've seen some smash and grabs at stadiummk in the last few seasons, but this is perhaps the most incredible. Clearance from Doumbe downfield is headed back with interest and MacDonald scampers into the left side of the box to drill the bouncing ball past Gueret. It's Brentford's first shot, and they lead with three minutes to go.
84mins - Booking for Ben Strevens after a foul on Quashie gives the Dons a decent-looking free-kick. Puncheon's delivery is headed away well though and Brentford can break. Leven cuts down Weston on the left touchline and he joins Strevens in the book.
81mins - Change for Brentford sees Dickson replaced by Sam Wood. Dons still doing all the attacking as Brentford look to hold out for the point they've rarely tried to gamble this afternoon.
77mins - Easter pressures Legge into a poor clearance, which goes straight up in the air, and the Dons striker is able to pull it down. Lovely feet to find space for the cross from the left and Balkestein just leans into Wilbraham sufficiently to prevent him getting on the end of it.
75mins - Few frustrated-looking players out there as Puncheon ignores support on both sides to hammer a wild right-foot shot over the bar from 25 yards. Dons make another change with Chadwick being replaced by Lewis Gobern.
70mins - Legge drops to ground as he contests a ball in the air with Wilbraham and the free-kick goes Brentford's way. Worse than that, there's a booking coming for Wilbraham. Those two have been battling it out all afternoon ;and that was one of the milder encounters.
68mins - Paul Ince, now in the technical area, is furious with referee Andy Penn for giving a foul against Doumbe after the Dons defender made a terrific sliding challenge on MacDonald on halfway. Still plenty of time for either side to win this.
65mins - Oh so close to an opening goal as the Cowshed is brought to the edge of its seat. Lewington's brilliant cross from the left is met by a wonderful header from Wilbraham, which hits the inside of the post, bounces down on the line and pops out the other side. Puncheon retrieves, beating two players inside the area, but his shot from a tight angle hits the near post. Wilbraham is convinced his initial header crossed the line, but the assistant on this near side was nowhere near in line.
62mins - Brentford make their first change with on-loan Spurs youngster Bostock, who has hardly had a kick against Dean Lewington, making way for Myles Weston.
61mins - Big chance for Wilbraham, who is sent clear by Puncheon's superb pass in behind, cuts across his marker and shows the strength to hold off Balkestein, but is denied by the feet of Szczesny. Could be a big save in the context of this game.
59mins - First change comes for the Dons as Howell, on a booking, makes way for Danny Woodards. The instructions to Woodards will presumably be to get forward wherever possible.
57mins - Easter appeals to the referee for a free-kick after stabbing Lewington's pass in behind Legge before being brought crashing to earth. Looked a clumsy one from the Bees defender and Easter is furious he didn't get the decision.
52mins - It's a very patient build-up from the Dons in the early stages of this second half - trying down one flank to find a gap before turning out, working the ball through midfield to the other flank. Brentford's shape has been very well-disciplined and the home side are going to need some inspiration to break it down.
47mins - Howell becomes the first name to go into Andy Penn's notebook as he leaves a foot in on Dickson as the Bees full-back clears down the line. Painful one for the Brentford man and a ninth booking of the season for Howell.
4.06pm - SECOND HALF KICKS OFF
Back underway at stadiummk, with both sides out early to go through a much-needed warm-up in these freezing conditions. No changes for either side.
HALF-TIME: MK DONS 0 BRENTFORD 0 Decent first-half performance from the Dons, who have shown plenty of positive intent against a stubborn Brentford side, while looking something like their old defensive selves. Outright chances have been hard to come by for the visitors, but the Dons have had their moments with Jermaine Easter twice racing clear only to be denied by late defensive interventions. Luke Chadwick also went close before Easter was superbly denied by Bees 'keeper Wojciech Szczesny in first-half stoppage time.
Will have to be a patient one from the home side in the second half.
45+1mins - Amazing action in the Brentford box as Leven's challenge on O'Connor on the edge of the box gives Wilbraham possession right of goal. His cross is slightly behind Easter, who controls in the six-yard box before being blocked twice by goalkeeper Szczesny. Wilbraham retrieves the loose ball, sliding it through the six-yard box again, but it goes unconverted.
43mins - Dons doing all the pressing still as Puncheon and Easter combine well on the right flank, Easter bursting pass his marker to make space for the cross. Wilbraham is the only man in there and Brentford manage to clear, but there's certainly a menace about the Dons.
38mins - Howell plays a diagonal ball in towards Wilbraham in the area and Legge has clearly got a massive handful of his shirt. He's almost pulled it off Wilbraham's back as he lays the ball off for Chadwick, stadiummk waits for the whistle and incredibly it doesn't come. Looked like Mr Penn had a decent view of that too.
36mins - Thankfully, Balkestein is on his feet and looks ok to continue. He walks a little gingerly to the sidelines before being waved back into play.
34mins - Ooh nasty one for Balkestein, who jumps with Easter and goes over the top of the Dons striker, landing head-first on the ground and crumpling to the deck holding his neck. The physio is on in an instant to check him out as stadiummk winces.
33mins - Terrific stuff from the home side as Leven does well to harry Hunt off the ball, Lewington pings it forward and Wilbraham brilliantly backheels into the path of Chadwick. The space opens up, but Chadwick's 20-yard shot lacks power and goes past the outside of the left-hand post.
30mins - A little wasteful from Easter, who receives possession from Quashie in space halfway inside the Brentford half, but overhits a relatively straightforward pass to Chadwick in a good position on the right flank. The Dons striker immediately apologises for the mistake.
26mins - Dean Lewington is having a lengthy discussion with referee Andy Penn, who has just pulled the Dons skipper for a foul on Bostock. Lewington felt Bostock led with his arm, he's making that much clear. Paul Mitchell on MK Dons Player: "I think the left-back is just paying to get back into the ground, he went that far west from that dummy from Puncheon! It's great to see, but Wilbraham and Easter might both have had the cutback."
22mins - More wonderful play from Puncheon, who retrieves a cross from Lewington from beyond the far post and dances around three Brentford defenders before he's eventually tackled. 20mins - Easter threatens to race in behind Brentford again as Chadwick sends a clever header between the Brentford centre-backs.
It's Balkestein he's up against this time, straining to get away from the desperate defender, who manages to slow Easter down sufficiently to get a block in on his shot. Easter feels he was pulled back, Balkestein walks away with a wry smile.
18mins - Puncheon's still in the mood after his outstanding performance on Tuesday night. The winger leaves Dickson for dead on the right touchline, driving infield with intent but firing his 22-yard shot over the top.
14mins - Half an opening for Easter as Wilbraham heads a Lewington throw perfectly into Chadwick's path and the Dons winger drops a lovely pass over Legge and in behind. Easter is on to it, heading the ball forward as it bounces, but Legge is able to get a foot in as Easter waits for it to come down and the ball is cleared. 11mins - Lovely first-time pass from O'Connor to find Bostock in some space down the Brentford right. Doumbe gets across to face him in the box, delaying the on-loan Spurs winger long enough for Lewington to get back and make the challenge. Both sides look keen to attack here, but we're still yet to see a decent chance.
6mins - Bit of a waste from left-back Dickson, as Brentford work a free-kick short to the left flank and catch the Dons out. He's got space to deliver for several black shirts in the middle, but shanks his cross straight behind for a goal-kick.
4mins - Already interesting to see how the players are treating this surface, which does look more than a touch on the firm side. It's taking them some time to figure out the bounce and the ball is certainly skidding off it at pace. No chances as yet.
MK DONS: Willy Gueret, Dean Lewington (c), Mathias Doumbe, David McCracken, Jermaine Easter, Aaron Wilbraham, Jason Puncheon, Luke Howell, Peter Leven, Luke Chadwick, Nigel Quashie.
SUBS: Stuart Searle, Jemal Johnson, Mark Carrington, Lewis Gobern, Danny Woodards, Darren Powell, Adam Chicksen
BRENTFORD: Wojciech Szczesny, Kevin O'Connor (c), Ryan Dickson, Marcus Bean, Charlie MacDonald, David Hunt, Danny Foster, John Bostock, Ben Strevens, Pim Balkestein, Leon Legge.
SUBS: Alan Bennett, Carl Cort, Myles Weston, Sam Wood, Karleigh Osborne, Rhys Murphy, Lewis Price.