Angelo Balanta put the Dons ahead with a fine lob before Oldham levelled through Carl Winchester`s 25-yard strike.
But Keanu Marsh-Brown`s struck from 20 yards in the 50th minute to seal victory for Karl Robinson`s men.
Yet Dickov said: "The first 25 minutes and parts of the second half felt a bit end of season so we have to remember that we can be an average team if we don't work hard from start to finish.
"We were desperate to end with a victory and when we moved the ball quickly we caused them problems but MK Dons are a good counter-attacking team.
"Our equaliser from Carl Winchester was fantastic and there are lots of positives to take from the season with so many young players coming through to the first team. The future is bright but the hard work starts now because we will be planning for next season and trying to get the right people in."
Source: PA
Source: PA