Karl Robinson thought MK Dons were the better team against Bradford but ultimately contributed to their own downfall in a 3-2 loss.
Jason Kennedy scored the decisive goal in the 85th minute to settle a pulsating clash at stadium:mk 3-2 in favour of the Bantams, who are now up to sixth in the table.
Shaun Williams curled an early free-kick against the crossbar for the Dons before Nahki Wells put Bradford ahead after 22 minutes, neatly steering home Garry Thompson's low cross for his 13th goal of the season.
Daniel Powell was then denied an equaliser when one-on-one with goalkeeper Jon McLaughlin before Patrick Bamford did bring the Dons level in the 36th minute, racing clear onto Darren Potter's pass to poke the ball past the keeper - also for his 13th goal of the season.
But Kyel Reid restored Bradford's lead two minutes before the break when his 30-yard cross-shot looped over McLoughlin and inside the far post.
Wells almost extended the lead when his curling free-kick hit the post but he then tripped Dele Alli in the box, allowing Williams to equalise from the penalty spot after 72 minutes.
However, Kennedy won it for the visitors five minutes from the end when he slid in James Meredith's low cross at the far post.
Robinson said: "I thought over the 90 minutes we were by far the better team.
"Sadly for us we've lost the game. I know why, it was through silly errors.
"I'm not able to play my best players but I need to get them back in the team because we'll rectify the errors that we're making.
"The referee was appalling as well, let's get that right - I can't wait to go and see him. He didn't give us one decision.
"We had two incidents where our players ran past theirs and they lashed out and kicked us.
"But I'm not going to make excuses, we've lost here and there's bones I've got to pick out of it.
"But I'm not going to have a go at my players publicly, I've got to have a good look at it again myself and look at different components that they've got to improve upon for Tuesday.
"The late goal was a sucker-blow to us all but we've got to put it right in the forthcoming games."