Abdou, who joined Millwall from Plymouth in 2008, signed a new one-year deal to stay with Lions until the end of next season on Thursday.
The 33-year-old made 22 appearances for Millwall last season, helping them win promotion from League One.
Abdou is Dons manager Neal Ardley's fifth signing since the end of last season.
Find all the latest football transfers on our dedicated page.
League One side Wimbledon have signed Millwall midfielder Jimmy Abdou on a season-long loan deal.