Shrewsbury could find no way to goal in their final game at Gay Meadow as the first leg of their League Two play-off semi-final with MK Dons ended goalless.
The visitors started the encounter the stronger, with Kelvin Langmead heading off the line from Jude Stirling.
But Dons keeper Ademole Bankole had to save a Derek Asamoah over-head kick and a dipping shot from Michael Symes.
And with the home crowd baying for a goal Andy Cooke forced two more Bankole saves with a couple of late headers.
That MK Dons finished on the back foot came as a surprise following their positive start, which saw Stirling go close with his strike on the turn after just three minutes.
And it was deadballs and long throws that caused concern to the home defence in the opening exchanges.
With a corner straight from the training ground, skipper Keith Andrews peeled off his marker towards the near post but side-footed wide when in space.
Jonathan Hayes, making his first start for the Dons, twice fired over and Jon-Paul McGovern saw a fierce drive blocked by Marc Tierney.
Shrewsbury had sporadic chances and Asamoah's was a case in point when he expertly chested up a bouncing ball and fashioned an over-head kick out of nothing in the box.
With Clive Platt out with a calf strain, the Dons were reliant on leading scorer Izale McLeod, but he was well marshalled by the home defence and dragged his one real effort across the face of goal when well placed on the left.
And the visitors saw claims for a penalty waved away when a bouncing ball struck the arm of Luke Jones in the box.
But while the Dons dominated proceedings they could not find a way through and it was Shrewsbury who finished the stronger and enjoyed the better chances.
Substitute Cooke added a cutting edge in the closing stages, but Bankole ensured there would be no late goal and a fairytale end for the hosts after 97 years of football at Gay Meadow.
"They threw it into our box and the way the lads stood up to it was very good.
"Most of their attacks were from long throws and you have to be strong to deal with that. We did okay and there's a lot of football to be played yet."
"The players have been told they weren't good enough and they will do better.
"We had a few good chances in the first half and in the second we defended stoutly and kept our discipline, but we could have done better going forward."
Shrewsbury: Shearer, Luke Jones, Langmead, Hope, Tierney, Humphrey (Symes 74), Drummond, Davies, Ashton, Asamoah, Fortune-West (Cooke 81).
Subs Not Used: MacKenzie, Hall, Burton.
Booked: Luke Jones.
Milton Keynes Dons: Bankole, Edds, O'Hanlon, Diallo, Lewington, Stirling, McGovern (Dyer 69), Blizzard, Andrews, Hayes, McLeod (Knight 87).
Subs Not Used: Harper, Watts, Taylor.
Att: 7,126
Ref: K Stroud (Hampshire).