Dons are 10 games without a win at Stadium MK after a cruel 3-1 defeat to Bury on Tuesday night.
In arguably the harshest defeat of the season so far, Bury converted two of their three real chances in front of goal, both courtesy of James Vaughan, the first after eight minutes to open the scoring, the second just five minutes after Ben Reeves' well-earned equaliser.
Dons hit the frame of the goal twice in their search for an equaliser, but were left to contemplate what might have been as they slipped to 14th in the table.
Dean Bowditch, who had scored six times in his last three against Bury, was the only change from the side which won 4-1 at Fleetwood on Saturday. His replacement, Ben Reeves, nearly made the perfect first impression too, but forced a decent save from Shakers keeper Ben Williams .
Form has escaped Dons at Stadium MK since March 5 though and with Bury undefeated in their last three away from home, found themselves ahead after just eight minutes courtesy of a superb volley from James Vaughan, capitalising on Paul Downing's inability to clear the long ball over the top.
Dons were dealt another blow four minutes later when Ed Upson had to be replaced in the centre of the park, with Karl Robinson introducing Samir Carruthers.
The game almost reverted to type - Dons had more of the ball, played the nicer stuff, but ultimately found no end product. Ryan Colclough, fresh from hit hat-trick at the weekend, was eager to get on the ball and a got in behind a few times, only to see his ball cut out.
Bury had keeper Ben Williams to thank though as they went in ahead at the break, making a stunning save to deny Downing's header back across goal three minutes before the interval, diving to his left to get a hand to it, tipping it off target in acrobatic fashion.
He then made another excellent save to his left in stoppage time to deny Nicky Maynard, who had an effective but fruitless opening period.
Dons came out for the second half and immediately showed their desperation to get back on level terms. Carruthers rattled the frame of the goal after driving into the area, only to see the rebound fall just out of the reach of Kieran Agard at the far post. Agard then had a great chance to equalise, but his shot had the sting taken out of it by Kean Bryan, and the loose ball was behind Maynard, who wasn't aware of it, and it ran through to keeper Williams.
Almost highlighting their lack of luck, Dons hit the post for a second time when Downing headed Reeves corner against the frame, but their pressure eventually paid off after 63 minutes. Williams made another terrific stop to keep out Reeves, but with Bury failing to clear, Lewington was able to pick out Reeves again six yards out to lash home the equaliser.
But they'd be level for just five minutes as Vaughan fired Bury back into the lead. A strong driving run from Mellis saw him shrug off the attentions of Carruthers to get 20 yards out, poking the ball through to Vaughan who had escaped Joe Walsh to beat Martin at the near post.
The second goal was a real sucker-punch to Dons, who had all of the wind taken out of their sails. Gone was their confidence and pace breaking forwards, with Bury more than happy to shut up shop and take all three points.
Dons gambled late into stoppage time, throwing David Martin forward for a corner, but Bury cleared and were able to counter, allowing former MK Dons loanee Zeli Ismail, who played a key role in Dons most famous goal against AFC Wimbledon, to run half the pitch unchallenged to roll in Bury's third.
Referee: Darren Deadman
MK Dons: Martin, Lewington, Walsh, Downing, Baldock, Upson (Carruthers 12), Potter, Agard, Reeves, Colclough, Maynard (Tshimanga 70)
Subs not used: Nicholls, GB Williams, GC Williams, Hendry, Thomas-Asante
Bury: B Williams, Jones (Bryan 19), Leigh, Kay, Ismail, Pope (Hope 58), Vaughan, Banns, Mellis, Soares, Maher (Etuhu 46)
Subs not used: Rachubka, Tutte, Dudley, Walker
Booked: Soares, Ismail, Colclough, Mellis, Potter, Bryan