Will Grigg was the only Brentford player in loan action this week but he was unable to prevent the MK Dons exiting the Capital One Cup to Sky Bet League One rivals Sheffield United.
The Northern-Irish striker was introduced after an uneventful first hour and seven minutes later MK took the lead as Benik Afobe converted from the spot after Dele Alli had been fouled.
It looked like MK had done enough to win the tie but Michael Higdon netted twice in the final four minutes to send United through to the Quarter-Finals for the first time in 11 years.
Will has featured 15 times for The Dons this season scoring six goals.
Next up for MK is a home game against promotion hopefuls Swindon Town.
No other Brentford players were involved in midweek games.
Next up for Alfie Mawson and his high-flying Wycombe Wanderers is a trip to Oxford United while Charlie Adams and Josh Clarke, who are also in League Two with Stevenage, travel to struggling Tranmere.
In the Vanarama Conference Emmanuel Oyeleke will hope to be involved as Aldershot Town host Gateshead with Mark Smith, who joined Hampton and Richmond Borough yesterday, has an FA Trophy tie at home to Grays Athletic to prepare for.