Robbie Neilson was disappointed his side couldn't score a decisive second goal to put the result beyond doubt before Shrewsbury's late equaliser in the 1-1 draw on Saturday.
Shaun Whalley's 30-yard wonder-strike five minutes from time saw second-placed Shrews snatch a point, cancelling out Peter Pawlett's 55th minute opener.
Osman Sow, Sam Nombe, Kieran Agard and Pawlett all had chances to find the net at Stadium MK but failed to drive the knife in to a Shrewsbury side struggling to carve anything for themselves.
But Whalley's stunning strike at the end managed to rescue a point for the visitors, adding to Neilson's frustrations.
"We had a lot of chances and if we'd had the second goal we would have seen out the game," he said afterwards. "Obviously, the way Shrewsbury are going at the moment, they hit one from 30 yards and find the top corner.
"We're disappointed because they didn't create much else, but it's what happens in football. We're struggling for luck and got a sucker punch at the end.
"We knew they'd have a lot of the ball, so the midfield had to sit deeper. I was really happy with how we played. The key was not getting the second goal.
"The way we played and chances we created, we're massively disappointed. But it means we have to go to Scunthorpe next week and get back to winning ways."
Shrewsbury were stifled in front of goal by a strong Dons defensive performance, particularly from Ethan Ebanks-Landell, who Neilson felt put in his best performance in a Dons shirt.
The manager added: "That's the Ethan we signed. He's had trouble with form, fitness and injury but he turned it around today. Stefan Payne has good physicality and he's strong, and has an eye for a goal. But Ethan and Joe Walsh handled him really well."
Neilson was also pleased with the return of striker Sow, after missing much of the last two months with a foot injury.
"Everyone will see the difference Osman makes," he said. "He's a real threat, has pace and has a presence. He brings the best out of players around him.
"I was pleased to give him 50 minutes but he is a way away from match fitness."