The Dons slipped to only their second defeat in 20 league games after going down 2-1 at Bradford City.
Dele Alli handed the men from MK1 the lead when he finished smartly, but the Bantams fought back and won a tight contest courtesy of goals from Billy Clarke and James Hanson.
Karl Robinson handed Keith Andrews his first start since returning to the Club – he was one of four changes made by the Dons boss, who also included Lee Hodson, Danny Green and Jonson-Clarke Harris in his starting XI.
Kyle McFadzean (suspended), Dean Bowditch (hamstring), Daniel Powell and Will Grigg, the latter two being on the bench.
Both sides started well considering the very difficult playing conditions, but it was the Dons who had the first sight of goal on seven minutes when Darren Potter saw an effort deflect wide after good play by Andrews and Carl Baker.
Shortly afterwards, Billy Clarke fired over the top from 20 yards following a smart knock-down from one of two big men up front for Bradford – James Hanson.
Hanson’s presence once again caused a momentary problem for the Dons 15 minutes in but Dean Lewington was on hand to block Filipe Morias’ effort.
The Dons were looking dangerous going forward and had Clarke-Harris enjoyed more support from his team-mates after latching on to Baker’s through-ball, he may have been able to create a goalscoring chance a minute later.
Dealing with balls into the box was the order of service for the Dons defence but deal with it they were as the clock ticked past the 20-minute mark, while the surface was making it difficult for the men from MK1 to play their usual slick football.
Having said that, Danny Green created a chance on 25 minutes for Clarke-Harris, who met the winger’s cross well but got too much on it from the edge of the box.
Green himself then sent a 25-yard free-kick not too far past the top left-hand corner as the Dons began to enjoy more possession in the hosts’ half, using Clarke-Harris as a useful outlet on numerous occasions.
David Martin was on hand to comfortably gather Jon Stead’s low drive 10 minutes before the break after Clarke had pounced on a loose ball 30 yards from the Dons’ goal.
A combination of some strong keeping from Martin, who punched well initially, and some last-ditch defending from Kay helped the Dons weather a spell of pressure from the hosts.
There was still time for Andrews to see a shot blocked and Clarke to drag an effort wide as the first half ended with chances at both ends.
Bradford began the second period on the front foot, but the first chance fell to Kay, who headed into the arms of Jordan Pickford from Green’s free-kick on 50 minutes.
However, their first clear-cut opportunity came four minutes later and they took it. Pickford mis-kicked his clearance, Clarke-Harris seized upon the ball and set up Dele Alli, who coolly slotted home from 15 yards.
The Dons were only ahead for two minutes, though, as Clarke drove a shot under Martin after Gary Liddle had helped the ball back into the box.
Those two goals in quick succession really sparked the game into life with both sides pushing for a second goal, and Lee Hodson nearly provided it for Robinson’s men on 62 minutes but he couldn’t quite turn home after Baker’s 25-yard free-kick had been well saved.
However, it was the hosts who went 2-1 up on 70 minutes when Hanson latched on to Stead’s through-ball and finished under Martin into the far corner.
Robinson introduced Cole and Grigg in place of Andrews and Clarke-Harris as the Dons looked for a way back into the game, but it was one of the starters, Baker, who almost drew them level but his shot, after a mazy run, whistled just past the right-hand post.
Andrew Davies was presented with a golden opportunity to open up a two-goal advantage for the hosts with just over 10 minutes remaining, however, he put his close-range effort over the bar when well placed.
Pickford made up for his earlier error on 83 minutes, brilliantly tipping Baker’s low drive around the post after the winger had met Grigg’s clever knock-down.
At the other end, Hodson came to the Dons’ rescue when he headed Hanson’s goal-bound effort off the line, prior to he and his team-mates being unable to really test Pickford late on and, as a result, left Yorkshire empty handed.
MK Dons: Martin; Hodson, Kay, Spence, Lewington (c); Potter, Andrews (Cole 72); Green (Powell 57), Alli, Baker; Clarke-Harris (Grigg 72).
Unused subs: McLoughlin, Baldock, Carruthers, Hitchcock.
Bookings: Kay, Baker, Potter, Alli.
Goals: Alli (54).
Attendance: 11,948 (136 Dons fans).