An 80th minute own-goal from defender Danny Swailes gifted the points to MK Dons.
The former Bury centre-half attempted to cut out a neat through ball from substitute Scott Taylor but merely succeeded in toe-poking the ball past Tommy Lee and into his own net.
It was a terrible piece of bad luck which left Brian Horton's men still searching for their first win of the season.
They had begun brightly with Swailes hitting the bar with a fierce header from a Kevin McIntyre corner after just five minutes.
But the Dons gradually came into the game and skipper Clive Platt was unfortunate on 15 minutes when his low drive was cleared off the line by Jimmy McNulty.
And on 35 minutes the Dons took the lead following a wonderful piece of individual skill.
Midfielder Jon-Paul McGovern skipped past McNulty with a wonderful turn of pace and trickery before releasing Leon Crooks to cross for Platt to side-foot home.
The Dons started brightly after the break and Izale McLeod should have doubled their lead on 52 minutes. He collected a flick-on from Platt which left him clear but he shot straight at keeper Lee.
They were made to regret the miss five minutes later when the Silkmen drew level from the penalty spot.
Striker Matty McNeil had his shirt pulled by Ben Chorley and McIntyre stepped forward to send the keeper the wrong way.
The home side battled hard in the final 30 minutes but never really threatened after Swailes' terrible piece of bad luck.