Dele Alli’s solitary goal just before half-time separated the sides and left the hosts languishing in the bottom four.
Colchester had made a bright start thanks to efforts from Gavin Massey and Chris Porter.
But it was the visitors, having gone close through Jordan Spence’s header, who took the lead after 44 minutes.
A free-kick was only half-cleared and played back into the area. With the home defence calling for offside, Alli ran through unchallenged and had the simple task of slotting past goalkeeper Sam Walker.
Colchester continued to give their fans hope after the break, not least on the hour mark when Massey’s spectacular volley from the right was palmed away by the diving Ian McLoughlin.
But the Dons, who knew they could go second, always looked capable of a second and Carl Baker’s low drive forced a save from Walker.
However, there were no more goals and it was the visitors left celebrating at the final whistle.