Dons lacked a ruthless and aggressive edge as they failed to score for a third consecutive game on Saturday.
Cian Bolger scored the only goal of the game after an hour as Fleetwood left Stadium MK with all three points, with Dons now three games without a win and indeed a goal.
Harvey Barnes hit the bar for the home side in the early exchanges, but Dons struggled to create anything meaningful after that against a side unbeaten in 15 before kick off.
And though Fleetwood had two cleared off the line before Bolger's header beat David Martin, they too struggled to break down a stern Dons defence.
Neilson though felt his side lacked an aggressive element to their game in the attacking third, and felt it has cost them in the last week.
"For a team that's sitting third in the league, they didn't cause us any problems," he said. "We stopped their counter attacks and nullified them. We just weren't aggressive enough with the ball.
"The easy option is to pick a pass to the man in 30 yards of space, but the hard option is to make the pass that goes in behind and makes chances - that's what we did against Peterborough and Northampton. We need to get back to taking the risk, while not giving much up.
"We had no excitement or energy to get in behind them, whip in crosses or get shots in. The team has played a certain way for a long period, and we're trying to change that. It takes time. It's alright having 60, 70 per cent of the possession, it's about getting three points, and we didn't do that.
"It was really disappointing. We had a lot of possession but we weren't ruthless enough and weren't aggressive enough. We played a lot across the back and midfield but didn't take the opportunity to put them under pressure."
The result sees Dons slip to 16th in the table, still 11 points adrift of the play-off spots and just five from the drop zone.
Neilson though rubbished talk that Dons should be looking over their shoulders rather than up the table.
He said: "Not at all. We're always looking to win the next game. Apart from a set play, Fleetwood have created nothing, so it shows there's very little in this league. If we can be more aggressive, we will win games."
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