Keith Millen’s side had the better of the first-half and could’ve been ahead after Chuks Aneke’s header rattled off the crossbar five minutes into the clash.
Minutes later, the home side took the lead after Timothee Dieng headed home from a City corner. The game was then put to bed with 10-minutes remaining as Nathaniel Knight-Percival prodded home from close range to secure the three points.
Callum Brittain said the quick shift in momentum following Aneke's header is an all-too-often occurrence for the men from MK1 this season.
"I think it has been the story of our season, we hit the bar, they get a corner and score from it," Brittain told the media following the full-time whistle.
"Our performance in the first half was very good, even a bit in the second half. But we have to go again on Saturday in our final home game of the season."
Brittain added, "It's obviously disappointing to concede from two set pieces, it has been the story of the season, but I think we went out there and showed character and showed we do care and we want to fight. Obviously, it didn't go right for us tonight.
"The gaffer got into us and said what happens, happens. We had to go out there and showed we wanted to fight. "
The academy graduate also showed his support for Wieger Siestma after his error led to Bradford's second goal on the night.
"We all make mistakes, my crosses weren't great tonight. Even if Wieger made a mistake which cost us a goal, we're a team.
"We win together, we lose together. We're all behind Wieger, and behind each other whenever anyone makes a mistake."
MK Dons will look to return to winning ways in their Stadium MK finale against Scunthorpe United this Saturday afternoon.
The match has been designated as the Buckingham Big Day, meaning residents with an MK18 postcode can purchase tickets at a discounted rate of £10 adults and £3 for under-18s.
General sale tickets are priced at £22 adults, £17 over-65s/under-21s and £7 under-18s while under-12s go FREE with a Young Dons membership.
To book tickets click HERE, visit the Box Office at Stadium MK/kiosk at centre:mk or call 0333 200 5343. Tickets will be available to buy right up until kick-off