A third-minute strike from Jay O'Shea put the visitors in the driving seat and they made the result safe when substitute Dean Bowditch scored with his first touch after the break.
Although Jean-Louis Akpa Akpro pulled one back for the home side, the outcome was never in doubt and victory moved the Dons a step closer to cementing a fourth-placed finish.
"I didn't think there was much in the game," Coleman said. "It's a professional performance if you win a game and MK Dons did that, but I think we had as many efforts as they did and we pulled a goal back, but didn't create anything after that which was disappointing.
"But what you had out there was a team who believed they were going to win and a team that doesn't believe it's going to win games.
"That's probably the reason why they have won 2-1 and it's probably the reason why they are going into the play-offs and we have been relegated."