Despite a dominant second-half performance, the Dons were unable to maintain their unbeaten start to the season at Stadium MK on Tuesday evening.
Ed Upson pulled one back in injury-time but they couldn't add to that and, ultimately and rather unfortunately, slipped to their first defeat of 2016/17.
Karl Robinson named an unchanged for the visit of last season’s Play-Off semi-finalists, meaning Kieran Agard started again after his debut double in the entertaining 2-2 draw with Millwall on Saturday.
Agard was involved as the Dons created a chance within the opening 30 seconds, getting away from his marker and finding GC Williams, who fired across goal from a tight angle.
Daniel Powell was looking lively early on and only a couple of good challenges denied the in-form wideman either getting a shot on goal or crossing for a team-mate.
The men from MK1 were dominating the opening exchanges but they, and David Martin in particular, had to be alert on eight minutes to deny Billy Clarke from just inside the 18-yard box.
On their next attack, the visitors took the lead when Josh Cullen bundled home from close range after Martin had initially saved Mark Marshall’s effort and George Baldock had blocked Jordy Hiwula’s rebound on the line.
Things got worse on 17 minutes when Clarke collected a long ball forward, took a touch and fired a superb low drive across Martin and into the bottom right-hand corner.
Dean Lewington came close to pulling one back almost immediately but his 25-yard effort deflected just the wrong side of the post.
That signalled the start of a good spell of pressure from the Dons, who forced into a serious of clearances and blocks as they looked for a way back into the game.
However, a next shooting opportunity didn’t arrive until the 35th minute when GC Williams volleyed wide from 25 yards while, at the other end, Paul Downing put in a stunning block to deny Mark Marshall a goal after Bradford had broken with pace.
Shortly afterwards, Nicky Maynard was off target before Martin comfortably gathered an effort from Marshall after the winger had cut in from the right.
The half ended with the Dons on top - Colin Doyle was forced to tip over an Ed Upson free-kick prior to Maynard heading wide from 12 yards.
They started the second period in the same vein, too, and a magnificent tackle by Cullen denied GC Williams a clear shot on target after Powell had cut the ball back.
An inch-perfect pass from Upson then picked out Agard inside the box but, after bringing it down, he was brilliantly denied by Romain Vincelot. From the resulting corner, Doyle saved from GC Williams as the Dons began to turn up the heat on their opponents.
GC Williams was again involved on 56 minutes as he curled an effort narrowly wide of the post before Upson came even closer a minute later when he hit the woodwork with a long-range effort.
George Baldock then flashed a 25-yard effort wide before the Dons had strong appeals for a penalty waved away when Lewington looked to be brought down by two Bradford defenders.
The chances kept on coming for the Dons, who this time went close through a header from the captain after he rose well to meet an Upson set-piece.
Powell then saw a shot blocked and Lewington a header saved by Doyle either side of a George Baldock cross which flew across the box.
Robinson’s men continued to keep the pressure on and they pulled one back in the third minute of injury-time through Upson, who finished from close range after Downing's header had come back off the crossbar.
However, they couldn’t find another and left empty-handed from a game they perhaps deserved something from.
Starting XI: Martin; Baldock, Walsh, Downing, Lewington (c); Potter (Carruthers 43), Upson; Agard, GC Williams (Bowditch 64), Powell; Maynard.
Unused subs: Nicholls, Wootton, GB Williams, Rasulo, Thomas-Asante.
Bookings: Walsh, Baldock.
Goal: Upson (90+3).
Attendance: 8,166 (588 Bradford fans).
Goal-Don Goal times: 11.23, 16.46, 90.00