Chuks Aneke gave the Railwaymen the lead after 35 minutes when he curled a 20-yard free-kick past Dons goalkeeper Dave Martin.
Ajay Leitch-Smith then settled the game as a contest with a calm finish after being released by Anthony Grant in the 69th minute.
MK Dons had the chance to level the scores at 1-1 when they were awarded a penalty when Matt Tootle handled.
However, Ben Garratt produced an excellent save to tip Darren Potter’s attempt wide of the post.
Samir Carruthers had earlier hit the crossbar while referee Richard Clark awarded a free-kick on the edge of the box when George Baldock was fouled as the Dons claimed a penalty.
Byron Moore wasted a glorious chance to put Crewe in control earlier while Aneke went close to making it 3-0 for Steve Davis’ side.
Antony Kay also went very close to scoring an own goal as he attempted to clear Moore’s cross.