Alexander, who helped the Reds to promotion to League One, has scored nearly 150 goals in the Football League and will stay at Kingsmeadow for the remainder of the season.
Dons manager Neal Ardley told the club's official website: "I played with Gary at Millwall and I know what a good player he is.
"He has had a bit of a lean spell at Crawley but that has not detracted from his overall play. With his goals record and the character I know he is, everything added up to make it the right decision to bring him to Wimbledon."
