The Blades rarely shone but boss Neil Warnock will be delighted with the way his side came back from one down to take the points with goals from strikers Ashley Ward and Paul Peschisolido.
It had looked bleak for the Yorkshiremen when midfielder Adam Nowland deservedly put the Dons ahead three minutes after the break.
The impressive youngster drilled the ball home from just outside the penalty area following a well-worked free-kick.
And Michael Gordon almost made it two for the home side in the 56th minute but fired straight at Paul Gerrard when well-placed inside the box.
But the arrival of a streaker, straight after the visitors had equalised, sparked them into life.
Ashley Ward had already headed in Michael Brown's free-kick after 62 minutes, just before the intruder's unexpected dash across the turf.
And Peschisolido then notched the winner by tapping into an empty net following good work by Michael Tonge.
But with a little more luck Stuart Murdoch's men could have taken something from the game, notably when Michael Gordon saw two shots saved by Gerrard.
Murdoch made one change in midfield for the club's second game in Milton Keynes.
Out went Albert Jarrett to allow Gordon to play on the right of midfield, with Nowland moving into the centre alongside Nigel Reo-Coker.
For the visitors, Peschisolido came into the team alongside Ward in attack, with Peter Ndlovu switching to the right wing and Nick Montgomery going to right-back.
And Peschisolido wasted the first chance of the game in the fifth minute when he failed to capitalise on Ward's clever flick-on.
Gordon almost put the Dons ahead after 12 minutes, on-loan Blades keeper Gerrard making a useful save. United midfielder Michael Brown then saw his shot from 20 yards saved by Paul Heald midway through the first half.
And talented winger Joel McAnuff wasted a great chance to put the Dons ahead just before the break when he shot over the bar from a great position inside the penalty area.