Ronnie Moore admitted MK Dons deserved their 1-0 win at Prenton Park but the Tranmere boss was still disappointed his side failed to hold out.
The Dons wasted a number of early opportunities but Stephen Gleeson struck with three minutes remaining, following up after Rovers goalkeeper Owain Fon Williams could only spill Daniel Powell's effort to stab home from six yards out.
"Possession-wise, in the first half, we were overrun," said Moore. "You don't really want to change it 15 minutes into a game, but we got away with it in the first half. We were playing a good side - we'll not come up against a better team this year.
"They're the best passing side at this level and the one above. It's fantastic the way they do it, but they're not going to score many goals.
"When half-time came and we made the changes, I thought we were bright for 10 or 15 minutes without creating anything in the way we can.
"To be honest, it looked like it was going to be 0-0, and we're disappointed with the goal, with all the play that had gone before, that we'd succumb to the sucker punch so late on. It's the first time for a long time that we haven't been on the second ball."