George Baldock is not looking over his shoulder despite Dons slipping to 20th in League 1 on Saturday.
Following the 2-1 defeat away at high-flying Sheffield United, manager-less Dons slipped to one place above the drop zone after four without a win.
But far from out-classed by the Blades at Bramall Lane, Baldock felt there are still reasons Dons should be looking up rather than down.
"I'm not worried about what's below us," he said. "I'm frustrated by the start we've had because I want to be challenging at the top of the table.
"When Bristol City went down, my brother was the captain and they had a horrible start when they were in and around the relegation zone. They changed manager and picked up. Sometimes to adapt to a new division is harder than it sounds. It's never a foregone conclusion that a team coming down will go straight back up.
"I think we deserved something. There were positives to take - we created a few chances and on another day it could have been different but a point would have been fair.
If we got battered today, there would be a lot of bones to pick out of it, but if anyone was watching, I don't think there was too much to choose between the sides - apart from switching off for the two goals.
"We had a few chances, and Sheffield United didn't have much either. It was two good teams going at it, but they're on a wave at the moment and we need to get on that wave.
When we get chances, they're not just falling to us.
"I understand the fans' frustration, especially those who didn't come and will see we lost again, but the fans who were here will have seen a team that showed some passion after a really hard week."
After losing to Southend 3-0 at home last week - taking it to 13 games at home without a win - and the end of Karl Robinson's six-and-a-half year reign at the club, Baldock said changes will be felt in the coming weeks, but praised Richie Barker for stepping in.
He added: "I'd be lying if I said it wasn't a hard week. It will be a big culture shock, but we're professional footballers and we have to get over it very quickly. In your career, players and managers move on, it's just about what you can bring to a team. We have to get over it fast because where we are in the league isn't good enough.
"Richie has been great this week and he covered every base that needed to be covered. I don't think anybody who watched us today could say we were undone by a good bit of play. Sheffield United are the in form team in the league, and I'm sure they'll be up there in the league."