Dons were dominant from the outset but had to wait until four minutes from half time for the goal their pressure merited – and they had a helping hand from Saddlers keeper Jonny Brain.
The debutant, signed from Macclesfield in the summer, seemed to have smothered a Jermaine Easter through ball but allowed it to slip from his grasp and Luke Chadwick squared for Sam Baldock to flick home into an empty net from four yards out.
Walsall had failed to register an effort on target in the first half but drew level three minutes after the break.
Julian Gray’s left wing corner was met by a stunning leap from Saddlers centre half Manny Smith 12 yards out and he powered a header back across goal into the far corner.
But the Dons claimed the points on 59 minutes with an equally good header, Danny Woodards stooping to bullet home a header into the bottom corner from an Angelo Balanta free-kick.