Alex Gilbey said Dons were angry with themselves after losing for a second game in a row on Boxing Day, going down 3-1 to Cheltenham.
Nigel Atangana headed the Robins into the lead after 14 minutes, before Chuks Aneke netted an equaliser seven minutes later. Cheltenham retook the lead on the stroke of half time through Tyrone Barnett before Chris Clements' 85th minute strike wrapped it up at the Jonny-Rocks Stadium.
The loss is the first time Dons have lost twice in a row under Paul Tisdale, having lost at Stadium MK to Colchester last Saturday too. And although both Colchester and League 2 leaders Lincoln City both lost on Boxing Day too, Gilbey said Dons are only looking at themselves at the moment.
"It's all about us, we don't really care about everyone else. It's all in our hands," he said. "Everyone is really disappointed – it's the first time this season we've lost two in a row. But these are the tests if we want to show we're a good team we have to bounce back in a couple of days away at Northampton.
"We think we're a good team, and others will be over the moon to beat us. We've got to really roll our sleeves up now and show people what we're made of."
Both Cheltenham's first half goals came from bullet headers as Dons struggled defensively - though Paul Tisdale refused to blame injuries to Joe Walsh and Jordan Moore-Taylor for the defeat. And though a few players were playing out of position, Gilbey added: "In football these things happen, people get injured, formations change, people play out of opsition. I think we're good enough to cope with that. We're lucky we've got another game so soon and we have to put things right.
"The way we conceded goals was sloppy and not like us. We're not just going to fold over.
"Some days you just don't get the rub of the green."