A second-half header from centre-back Mark Albrighton saw Doncaster Rovers come away from the National Hockey Stadium with a 1- 0 victory.
MK Dons made all the early running and should have taken the lead in the 11th minute when stand in skipper Ben Chorley fed the ball to Izale McLeod.
But despite Andy Warrington slipping over as he ran back to the goal, McLeod produced a weak finish which allowed the keeper to gather.
Warrington was called into action again a minute later when Allan Smart's flick-on sent McLeod racing clear and despite the angle being acute his well stuck shot was parried away.
Doncaster hadn't posed much of an attacking threat but they could have taken an undeserved lead until Gregg Blundell failed to pick out the unmarked Leo Fortune-West.
Gareth Edds then saw a ferocious drive just clear the crossbar before Smart had a great chance to break the deadlock but his weak effort was smothered by Warrington.
After the break Rovers came out reinvigorated and Blundell should have tapped into an open net after a defensive mix up.
He then found himself clean through on goal but his half volley was superbly saved by Scott Bevan.
Rovers continued to press and duly took the lead when Albrighton was left unmarked to head in a Jermaine McSporran corner.
They had further chances to double the lead most notably from Nick Fenton, while at the other end a disappointing Doncaster response saw only McLeod come close forcing Warrington into a superb one-handed save .