Nigel Adkins' reign as Southampton boss got off to a losing start as MK Dons scored twice late on to snatch a 2-0 victory.
Substitute Angelo Balanta's neat 72nd-minute finish and Peter Leven's close-range strike maintained the Dons' 100% home record and condemed Saints to a fourth straight defeat.
Southampton dominated the first half and Morgan Schneiderlin twice stung the palms of keeper David Martin from long range before he blasted a 25-yard volley just wide.
Martin also tipped over an audacious angled half-volley from Rickie Lambert, who was narrowly off-target with two other efforts.
But the Dons seized control after the break and after substitute Jabo Ibehre had headed just wide, Balanta put them ahead when he superbly controlled Dean Lewington's lofted pass in the box and flicked the ball past Kelvin Davis and in off the post.
Sean O'Hanlon headed Leven's corner against the crossbar before Leven sealed the win two minutes from the end, hooking in the rebound from close range after his initial shot had been parried by Davis.
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