The 29-year-old made five appearances for The Saddlers - three as a substitute - and even scored the equaliser in the 1-1 New Year's Day draw at high-flying Nottingham Forest.
Lee has been in talks with The Dons about another deal for Ainsworth, with the midfielder having returned to the South West London club where he will start serving a three-match ban.
The Walsall manager told the Birmingham Evening Post: "I made inquiries about extending his loan or taking over his contract, and he wants to come to us.
"He has enjoyed himself and we have worked very hard on his fitness.
"He is determined to try and stay with us but he is contracted to Wimbledon.''
Ainsworth has been looking for a new club since the season started, after falling out-of-favour with the Selhurst Park outfit.
The winger has been linked with moves to Preston North End, QPR and old club Lincoln City so far this term.
Meanwhile, French defender Ludovic Pollet has also ended his loan spell at the Bescot Stadium by returning to local rivals Wolves.
Pollet was with The Saddlers for two months after falling down the pecking order at Dave Jones' side.
Walsall could not afford to give him a longer contract at the club and Pollet has already revealed that he is likely to make a move away from English football when his contract expires at the end of the season.
