The Sky Blues visited Kingsmeadow still in search for their first points of the season following last week's defeat at the hands of Scunthorpe United. Amadou Bakayoko went straight into the starting XI following his Tuesday switch to Coventry City.
The first sight of goal that either team saw came in the seventh minute as Tony Andreu lined up a 35-yard freekick - following a foul on Jordy Hiwula - only to see it fly over King's goal.
The Dons then fought back immediately, with Kwesi Appiah looking to run in behind the Sky Blue defence, but Tom Davies was on hand to head back to the onrushing O'Brien.
The home team then found themselves on the front foot as Andy Barcham was gaining yards down the left-hand side. A flurry of chances ensued before the ball fell to Joe Piggot who called O'Brien into a save who pushed it behind for a corner.
The resulting corner ended up in a City counter-attack as Tom Bayliss picked the ball up in his own half and forced the Dons defence back. He rounded a defender and played in Bakayoko who was clear on goal, but his first touch let him down and allowed King to come out and clear any danger.
City came close in the 20th minute as Andreu played a clever ball through to Hiwula on the left. Hiwula cut inside and unleashed a fierce shot that stung the hands of King in the Dons net and the danger, eventually, was cleared.
The home side were growing in confidence and were pegging the Sky Blues back in their own half. Appiah came close after meeting Deji Oshilaja's floated cross and headed just over O'Brien's goal.
Bakayoko briefly gave the City defence a breather - and the fans something to cheer - as he received the ball halfway inside the Dons half. He travelled with the ball and fired a shot just over from 30-yards.
The Dons could have considered themselves unlucky to be going into the break on level terms, as heroics from O'Brien pushed aside Tom Soares' close-range effort that seemed destined to roll into the net. Then, minutes later, Appiah hit the post with a header following a cross from the right.
HALF-TIME: AFC Wimbledon 0 - 0 Sky Blues
The Dons came out for the second half in the same vein that they finished the first, and immediately had a penalty shout that the referee waved away. Minutes later, Mitch Pinnock earned himself a yard of space and smashed a shot way over O'Brien's goal.
It was City who came close next with a superbly whipped in cross from Brandon Mason. The low ball was delivered only yards in front of the 'keeper, but the ball was narrowly missed by three onrushing City players.
Moments later Bakayoko was played in one-on-one with King by Bayliss. The striker opted for a deft chip which took a little deflection on its way over the 'keeper which took the ball off course and away from goal.
The home side continued to control the game and saw efforts from Soares and Appiah come and go without breaching the resilient Sky Blue defence.
Max Biamou collected the loose ball following an attempted through ball from Bayliss. Biamou set himself and fired a shot goalward which was headed for the top corner, but King was equal to the Frenchman's effort and clawed the ball away for a corner kick.
In the closing stages, the home side found a second wind and began piling the pressure back on the Sky Blues, but again, O'Brien stood tall and dealt with everything that came his way. It was Barcham that tested the 'keeper this time who cut in from the byline and saw his low effort parried out for a corner.
From the subsequent corner, James Hanson rose highest to send a header O'Brien's way, who again, was equal to the effort as he palmed the ball away from danger.
There was still time for the home side to have yet another penalty appeal waved away by the man the middle, only moments before he blew the final whistle.
Despite being on the back foot for the majority of the game, the Sky Blues defence remained resilient throughout and earned themselves their first point of the 2018-19 Sky Bet League One campaign.
FULL-TIME: AFC Wimbledon 0 - 0 Sky Blues
Yellows: Trotter (34), Ogogo (66)
Attendance: 4,768 (774 Travelling Sky Blues)
Referee: Lee Swabey
Sky Blues Xl: Liam O'Brien (GK), Dujon Sterling, Dom Hyam, Tom Davies, Brandon Mason (79), Michael Doyle (C), Abu Ogogo, Tom Bayliss, Tony Andreu, Jordy Hiwula, Amadou Bakayoko (64).
Subs: Lee Burge (GK), Jack Grimmer, Junior Brown (79), Liam Kelly, Jordan Shipley, Max Biamou (64), Jordan Ponticelli.
AFC Wimbledon Xl: Tom King, Tennai Watson, Ben Purrington, Will Nightingale, Deji Oshilaja (C), Kwesi Appiah, Mitch Pinnock (79), Liam Trotter, Andy Barcham, Tom Soares (87), Joe Pigott (72)
Subs: Joe McDonnell, Scott Wagstaff (79), Anthony Hartigan, Tyler Garrett, James Hanson (72), Rod McDonald, Anthony Wordsworth (87)