Paul Ince celebrated victory against his old club as substitute Lewis Gobern gave MK Dons a place in round two.
Dons goalkeeper Willy Gueret kept out long-range efforts from Macclesfield's Hamza Bencherif and John Rooney.
Macc keeper Jose Veiga superbly denied Jermaine Easter after he met Stephen Gleeson's cross from close range, but Gobern fired in the rebound.
Veiga saved well from Gobern and Peter Leven before Macclesfield rallied, with Emile Sinclair spurning two chances.
MK Dons assistant manager Karl Robinson told BBC Three Counties Radio:
"We had the chances to make it more. The keeper made some good saves but there was some bad finishing as well. We have got through to the next round which is the most important thing in this competition.
"These 1-0 victories are so important to any team being successful. If you take away the goal against Bristol Rovers, it is four or five clean sheets on the swing which is great going."
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