First half goals from Josh Cullen and Billy Clarke set City on their way to a 2-1 win over the Dons.
The Bantams were full value for their two-goal advantage at the break after some patient and purposeful attacking play but McCall's team had to show a different side to their game in the second period.
MK Dons put City under some sustained periods of pressure after the break but the Bantams responded with some determined and disciplined defending, conceding only once in injury time from Ed Upson.
McCall said: "If you put this into context, most of these lads have played four games in eleven days now, that also includes 120 minutes at Accrington (in the EFL Cup).
"We've not had the luxury of rotating and resting players but I think the desire, togetherness and endeavour of the lads was there for all to see.
"The first half performance was terrific. We looked a danger going forward and we sniffed our their threats at the other end.
"Make no mistake, this (Stadium MK) will be a tough place to come this season. I have no doubts that MK Dons will be right up there so to come away with a victory really is testament to the lads and their character.
"We passed the ball tremendously well in the first half and we looked promising going forward on the counter-attack. We felt we could have gone even further in front at the break, Marshy has had one kicked clear right in front of goal.
"In the second half, we've had to dig deep and defend well, and the players from the back to the front all played their part.
"There was a real determination and a desire not to give in and let things slip.
"Once again, you could go through the whole side and pick out a whole host of fine individual performances."
City's win at Stadium MK came just three days after the club's equally impressive victory at Peterborough United at the weekend, making it back-to-back away wins for the squad.
McCall added: "With the lack of bodies we have available, to get six points from these two games is a great achievement.
"Full credit to the lads for this. We move on now to focus on Coventry City this Saturday.
"We will analyse our match and Coventry's recent games and see how we can look to get our first home victory."
James Hanson missed the MK Dons game after picking up a minor calf injury at Peterborough. In his absence, McCall started Billy Clarke up top with Jordy Hiwula and Mark Marshall offering attacking support from the left and right wings respectively.
Speaking about Hanson, McCall said "We hope he will be (in contention for Saturday).
"He's one of those players who had played every minute so far ahead of tonight and he really does run himself into the ground.
"We had a look at James this morning ahead of the game but I already knew pretty much that he would have to miss this one.
"I don't normally like to play with one up front but we were happy with the system we used with Jordy (Hiwula) and Marshy supporting Billy Clarke."