George Baldock could not believe Dons were on the wrong end of a 3-1 scoreline against Bury on Tuesday night.
Despite being the better side for most of the game, hitting the post twice and forcing Bury keeper Ben Williams into a string of top-notch saves, James Vaughan bagged a brace and Zeli Ismail scored a runaway goal in stoppage time to earn the visitors all three points.
READ MORE: REPORT: MK Dons 1-3 Bury
Given the chances and near misses against Bury, Baldock was left to ask what he and his team-mates have to do for their luck to turn.
He said: "It needs to go in off someone's backside, or ricochet in or an own goal - we just need a helping hand at home. Individual mistakes are costing us, we're trying our best to eradicate them but we've dominated.
"All of their players have said we've knocked them off the park, but the stat says MK Dons 1, Bury 3.
"For 95 per cent of that game, we've outplayed Bury. I think they're a really strong team, and I think they'll do really well this season, but we have battered them. Their wingers were playing like full backs to stop us, but it's just not happening.
"They're getting away with mistakes and we aren't. We thought it was just the Championship last season, but it's football. Luck just isn't turning.
"We just need one long range shot to go in, Nicky Maynard had a couple of chances, we've hit the post twice, one of Kieran's (Agard) shots has hit Nicky on the way through, and it looked like we should have had a penalty too. Things just aren't going for us. I just can't believe we've lost that game 3-1. It's a missed opportunity today.
"I don't think we've played that badly all season. We've got so much belief and confidence. It's just not happening for us. We just need to cut out the errors. We can put it to bed because the next game is only four days away, but we need to bounce back on Saturday."
The defeat means Dons now haven't won back-to-back games since May 2015, and are without a win at Stadium MK since year - something which Baldock admits the players are fully aware of, but doesn't feel it is influencing them out on the pitch.
"I don't think it's playing on our minds, but we know how important it is to win at home," he said. "Our home form needs to turn and we need to put it right for the fans.
"The season we went up, this place was a fortress. But we need to put back-to-back wins together, because it has been so long since we've been able to do that. Our plan was to win here tonight to win two in a row. Bury have won six games in a row now. It's so important to put results together."