Yeovil missed a penalty and MK Dons had two efforts cleared off the line in a stalemate at Huish Park.
Gavin Tomlin saw his weak first-half spot-kick saved by visiting keeper Willy Gueret after Flavien Belson brought down Andros Townsend.
After the break, Terrell Forbes headed Jason Puncheon's effort off the line as the Dons created the better chances.
And in the 80th minute, Miguel Llera's goalbound header was headed up against the bar and away by Danny Hutchins.
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Yeovil:
Weale, Peltier, Skiverton (Hutchins 36), Forbes, Smith, Warne (Rodgers 86), Roberts, Murtagh, Townsend, Obika,Tomlin (Downes 76). Subs Not Used: Welsh, McCollin.
Booked: Warne.
Milton Keynes Dons:
Gueret, Cummings, O'Hanlon, Llera, Lewington, Puncheon (Gerba 90), Navarro, Belson (Chadwick 46), Johnson, Wilbraham, Leven. Subs Not Used: Abbey, Stirling, Howell.
Booked: Belson.
Att: 4,028
Ref: Chris Sarginson (Staffordshire).
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