Latics centre-half Adam Lockwood admitted he would have swapped his first goal for the club for three points at Stadium MK.
The defender, who was signed in January, scored his first goal in a blue shirt on Saturday but was on the losing side as Ben Reeves struck in injury time to earn Dons all three points.
Speaking about the game, he said: "I'm gutted. I'd have swapped my goal here to get a result but it didn't go our way. As a group, I thought we put in a really good performance against a good side.
"When you go down to ten men, these are the sides who can punish you. We worked really hard but to be hit with a sucker-punch like that was gutting. We'll regroup now and move forward."
Latics went into the break with a goal advantage through the head of Lockwood and the 32-year-old believed Oldham stuck to a game plan well.
"You are going to concede a lot of possession to teams like this," commented the former Doncaster man. "When you do get possession and play, you have to hurt them. I thought we were very professional and it's a blow to be hit with the sucker-punch but these things happen in football and it'll only make us stronger."
With the return fixture against MK Dons just around the corner, the defender is keen to put the result behind him and look to the future.
He said: "We'll regroup, get back in training next week and although I've not been here too long, it's all positive. The club try and do things the right way and it's nice to be part of it."