Karl Robinson has vowed his side will improve soon after they suffered their third Championship defeat in a row on Tuesday night.
Two wonder-goals from Sam Vokes and George Boyd sandwiched Carl Baker’s headed equaliser at turf Moor.
But Dons’ performance offered a lot of promise, and despite coming away from east Lancashire and Teeside with nothing for their travels.
It’s not a source of frustration for Robinson though.
“I believe in them and what we do,” he said. “We’re the underdogs in all the games. All we can do is believe and it will turn.
“When you look at the stats, the game was very even. For a team who just won promotion, to play the way we did was very brave. We looked naive at times, but that’ll come with time.
“The away fixtures don’t come much harder than Reading, Middlesbrough and Burnley away. We’ve taken tremendous pride in our performances, and I promise you: we will get better.”
Burnley manager Sean Dyche said he felt Dons were ‘living a charmed life’ in the first half after Andre Gray squandered two one-on-ones with David Martin, but Robinson felt Dons were owed a penalty after Tendayi Darikwa hauled down Dean Bowditch with the scores at 2-1.
And Robinson felt the referee fluffed his lines when it came to making the big decisions.
He said: “Bowditch had hold of the defender, and he had hold of Bowditch. Bowditch has gone around him, the defender has thrown himself to the ground and pulled Bowds down - it’s a penalty.
“We saw fouls all over the pitch like that all night and no free kicks were given.
“But the big decision didn’t go our way.
“At the end, a Burnley player was down and he stopped the game. He’s not supposed to do that unless it’s a head injury.
“I want to know what he’s doing. I have tried to have a chat with him but doesn’t want me near his room. If I get in trouble, I’ll get in trouble. He has to take responsibility.
“Sean Dyche will say similar with the one on Andre Gray and Kyle McFadzean in the first half. Kyle could have been booked, but Gray stayed on his feet and tried to score - fair play to him.”
Prior to the back-to-back games, few would have predicted anything other than two defeats for Dons as they faced two of the favourites for the Championship title.
But the performances have encouraged Robinson, with four excellent strikes proving the difference.
Robinson added: “Sheffield Wednesday came here at the weekend and our result was closer. We tried to play a bit different tonight. It was a fantastic game of football.
“We had a lot of energy as did Burnley. But our football was there for all to see. We created our chances in a slightly different way tonight. For the neutral, it was a great game.
“Defensively, maybe, to give him that much space on the edge was a bit stupid, and the second goal from Boyd left Dave with no chance. It was a tremendous strike.”