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The home side broke the deadlock as early as the fifth minute, the Arsenal loanee collecting a pass from Darren Potter before turning his marker and firing an unstoppable shot into the bottom right corner.
The next concrete shot came Bradford's way on the half-hour mark, on-loan striker Mason Bennett controlling a Billy Clarke ball and curling a shot just wide of Martin's left-hand upright.
The game proceeded to go through the motions, neither side carving out anything more than half-chances, but just before the hour, Afobe was denied by the Bantams backline twice in a matter of seconds.
MK Dons then put the game to bed with just four minutes to go when the prolific Afobe latched on to a through-ball before coolly slotting an effort past Ben Williams.