Chuks Aneke scored twice from the penalty spot to secure all three points for MK Dons at a snowy Stadium MK, despite a late goal for the Shakers from George Miller.
Ryan Lowe made three changes to his starting line-up with Craig Jones, Neil Danns and Adam Thompson paving way for Phil Edwards, Nathan Cameron, and James Hanson.
Harry Bunn had the first attempt at goal in the opening eight minutes of the game after George Miller played him through on the edge of the penalty area, but his shot was easily held by Lee Nicholls.
From the chance MK Dons quickly countered before Robbie Muirhead forced Connor Ripley into saving down to his left, with the ball finally being cleared to safety.
The Shakers looked the more likely to find an early goal after applying pressure early on, but after 10 minutes it was the home side that took the lead as Peter Pawlett was felled inside the box by Phil Edwards, with referee Gavin Ward pointing straight to the spot. Chuks Aneke stepped up, and calmly slotted the ball into the bottom corner after sending Ripley the wrong way.
The Shakers were looking to get on level terms as Phil Edwards delivered a good ball into the box but Nicholls managed to rise above James Hanson to safely collect the ball.
As the snow continued to fall at Stadium MK, Robbie Muirhead flashed a sneaky cross into the Bury box from the left-hand side, but no one was there to get on the end of it.
On the half-hour mark a brilliant flick on for Miller from Hanson saw the young striker push into the box and attempt to unleash a strike after shifting onto his right foot, but some solid defending from Elliott Ward saw the opportunity blocked.
Dan Micciche's side were looking to double their lead just before the break as the ball fell kindly to Osman Sow outside the area. He worked his way into the box and found himself one-on-one with Ripley. Ripley made himself big as Sow pulled the trigger but he could only find the side netting from 10 yards out on the left-hand side of the box.
HT: MK Dons 1 - Bury 0
Ryan Lowe made two changes at half-time with Club Captain Stephen Dawson replacing Harry Bunn and Neil Danns replacing Rohan Ince.
Five minutes after the break, Greg Leigh skipped passed four men down the left flank before playing through Hanson inside the box, who looked destined to put things level, but he was challenged just as he was set to pull the trigger.
The second-half started the same way as the first for the Shakers, as they found themselves on the wrong end of a penalty decision, as substitute Brandon Thomas-Asante was brought down inside the box. Once again Chuks Aneke stepped up and calmly placed the ball into the net, sending Ripley the wrong way.
The Shakers continued to go in search of a goal as Jay O'Shea found Miller inside the box, but his powerful effort forced a good quick reaction save from Nicholls, denying the Shakers of the goal they needed.
Bury didn't give up and their patience was soon rewarded. Some superb link-up play on the left between Danny Mayor, Chris Maguire and Greg Leigh saw the ball find its way to Hanson deep inside the box, with his header back across goal finding Miller, who headed home from close range to give Bury a deserved goal.
Chris Maguire came close to finding a late equaliser as his powerful free-kick from around 30-yards out looked goal-bound, but Nicholls managed to get to it to deny the Shakers a deserved point.
After five minutes of added time, it was the home side that managed to secure all three points and their second win of the week.
Full-Time: MK Dons 2 - Bury 1
Attendance: 9247 (Bury: 277)
MK Dons: Lee Nicholls, George Williams, Dean Lewington ( C ), Scott Wootton, Ed Upson, Osman Sow ('54 Thomas-Asante), Chuks Aneke ('85 Ebanks-Landell), Peter Pawlett ('71 McGrandles), Elliott Ward, Robbie Muirhead, Callum Brittain
Unused Subs: Wieger Sietsma(GK), Ousseynou Cisse, Kieran Agard, Ike Ugbo
Bury: Connor Ripley, Greg Leigh, Danny Mayor, Phil Edwards (Maguire '59), George Miller, Jay O’Shea, Nathan Cameron ( C ), Rohan Ince (Neil Danns), James Hanson, Harry Bunn (Stephen Dawson), Peter Clarke
Unused Subs: Joe Murphy (GK), Andrew Tutte, Adam Thompson, Callum Styles