Cambridge boss Colin Calderwood slammed his side after their dismal start to the game at Stadium MK.
Three goals in the opening 12 minutes effectively killed off the game for Dons, who went on to score three more in the second half in a 6-0 win.
“It wasn’t how we wanted to start the New Year,” said the U’s manager. “We’ve made a right mess of being a football team.
“It was a horrible situation – we were out of the game very quickly. The manner of the goals... as good as MK Dons are, the goals have come from terrific crosses. We found it difficult to cope.
“The group effort wasn’t good enough. If anything gives me a summary of my group, it’s today.
“It’s completely my fault – I didn’t get them stoked enough for the game. And we didn’t last long enough, which is a horrible thing for the manager to see.
“We still should score at least one goal to give us respite and something to cling on to.”