Making their first appearance in the fourth round, the npower League One side bossed the Premier League hosts and ran out 4-2 victors.
A club record travelling support of 3,155 were at Loftus Road to witness the famous win - the biggest in the club's short history.
"It is great to be at a club like this," Martin told Press Association Sport. "Obviously it is only 10 years old so all the fans are pure. They've not experienced moments like this before.
"It is great to come to a place like Loftus Road and do really well. Hopefully we have made some lifelong fans.
"We are making history. The AFC Wimbledon game was by far the biggest game for me. It was like my FA Cup final.Anything that happens now would be a bonus.
"It is great to be a part of this team at the moment. The dressing room is great - all the lads get on.
"Hopefully it is onwards and upwards for MK Dons."