Pilkington registered his fifth goal of the season by cutting inside from the left touchline after 27 minutes to unleash a spectacular drive into the top right corner.
Earlier, Peter Clarke hit the post for Huddersfield with a header from a Pilkington free-kick, while MK Dons contrived to miss an 18th-minute penalty.
David McCracken’s shot hit Town’s Joe Skarz on the hand and Peter Leven took the resulting spot-kick, only for goalkeeper Alex Smithies to save with his legs.
Dons substitute Sam Baldock nearly levelled with a diving header after the break, while at the other end Jordan Rhodes fluffed an open goal.
Ugly scenes marred stoppage-time when Luke Chadwick, already booked, appeared to headbutt Town’s Tom Clarke. The incident led to a melee in which Huddersfield’s Lee Peltier and the visitors’ Jude Sterling and Jermaine Easter were booked, but referee David Foster caused howls of protest from home fans by refusing to take any action against Chadwick.