A James Hanson double towards the end of the second period, including an injury time headed winner, helped City claim all three points from a tough encounter against their in-form hosts.
Jordy Hiwula's third minute opener gave McCall's men the early breakthrough but an equaliser from Tom Elliott later in the half and a Lyle Taylor penalty after the restart put the Dons in front.
Going into this Saturday's match, Wimbledon were on an impressive eight-match unbeaten run but City showed commendable spirit to fight back in the latter stages of the game.
With the Bantams pushing for goals, Hanson levelled things up from the spot twelve minutes from the end after Matthew Kilgallon had been fouled in the box by Wimbledon 'keeper James Shea.
Hanson then completed the comeback in the second minute of over-time, powering a header into the far corner past Shea from Stephen Darby's cross.
McCall said: "You have to be pleased when you score a late winner away from home.
"Just when you want your big players to stand up, James has done that late on.
"I was confident as I could be that he would stick his penalty away, and he's then topped that with the header.
"He'd had a battle with their defence all afternoon but we know he attacks the ball so well in the air if you give him the right service.
"We can be better, we can definitely play better, but the character of the lads could never be questioned.
"Coming to a place like Wimbledon, it is all about how strong your character is.
"Our spirit was fantastic, and it is a great feeling to come away from a tough venue with all three points.
"We knew it was always going to be difficult.
"They were one of the form sides in the division going into this game but we were resolute and strong when we needed to be.
"There was a desire and a determination from the players to get the result today (Saturday).
"Even at two-one down, we were thinking about the win.
"This was a really tough encounter but we are delighted to send the fans home happy tonight.
"To get six goals in two games now, especially against two form sides in Sheffield United and Wimbledon, is fantastic."