Boss Neal Ardley reckoned Dons were short-changed at Accrington Stanley after enjoying the lion's share of the game.
However, managerless Stanley snatched victory late on when Adam Buxton burst into the box and crossed for Gray to slot past James Shea.
“It’s tough to take that we are going home with nothing. It was another long journey for the fans after Carlisle and we wanted to give them something to shout about," Ardley told Dons Player .
"We had looked free-flowing recently and capable of scoring goals, but we’d been conceding some bad ones.
“We created some decent chances in the second-half; Matt Tubbs had two or three and we also hit the crossbar.
"We got better in the second-half and we should have got more from the game. I thought it was a worst case scenario of us taking a point.”