Three goals in the first 29 minutes put Grimsby in total control before Jon Mellish’s red card nine minutes from the break put the game almost out of reach.
A George McEachran own goal early in the second-half gave Dons a glimmer of hope before Connor Lemonheigh-Evans’ strike in the 90th minute set up a thrilling finale but it was too little too late.
Here’s how we rated the players at Stadium MK.
9. Alex Gilbey - 6
Like Kelly, had to battle hard to get anything in the game | Jane Russell
10. Top Don: Rushian Hepburn-Murphy - 6.5
Dons' biggest threat, especially in the second-half. Worked his socks off, chased a lot as the lone front-man at times but got little reward for it | Jane Russell
11. Scott Hogan - 4
Didn't get much of a sniff, but looked like his head dropped quickly as goals went in at the other end. Withdrawn at half-time | Jane Russell
12. Callum Paterson - 6.5
Played in three different positions, gradually dropping further and further back into the pack. Gave Dons some defensive structure in the second-half but they lost his attacking presence | Jane Russell