Conditions at Cove were in stark contrast to that of the Reserve match on Monday and although the sun was out it was a bitterly cold afternoon.
It was a similar looking line up for The Dons with Tyler Mykta, Connor Barron, Conor Power, Kevin Hanratty, Max Barry and Lloyd Robertson all retaining their places from Tuesday's match.
The blustery conditions were going to prove a challenge and The Dons were the first to have a decent chance when Shanks and Barry combined well at the edge of the Killie area. Shanks' flick got caught in the wind and it actually helped Barry's half volley, which went inches wide.
Minutes later the striker was next to try his luck as he found space at the edge of the box, but the dipping effort went just over.
Shanks didn't have long to wait though when in the 13th minute he opened the scoring. Barry timed his through ball to perfection and Shanks slammed home from inside the area.
The lead lasted less than two minutes. A Killie man went surging down the left and was brought down by Danny Strachan. The referee pointed straight to the spot and Walker made no mistake in sending Mair the wrong way.
The weather took a dramatic turn for the worse after the goal and it impacted on the game with hail, wind and even snow hitting the exposed Balmoral. It didn't help The Dons that they were shooting into the wind.
Then Killie completed their turnaround when they took the lead on 21 minutes. Mair did really well to palm a long range effort away, but it fell to the onrushing Walker, who coolly rounded The Dons keeper and tapped home from three yards.
The visitors had really taken control of the match and were inches away from a third when Rennie clipped the crossbar from six yards out.
So far Aberdeen had struggled to get their wide men in the game and the coaching staff opted to switch Duncan over to the left and Hanratty to the right.
The game died down for a spell with the next chance not coming until the 37th minute. Shanks did well on the right and cut back for Barry, who on the stretch, fired wide from 12 yards. It was a great chance, but in fairness to Max he was off balance.
The Dons ended the half strongly and shooting with the wind would hopefully help their cause in the second 45. Danny Strachan was replaced by Calvin Ramsay at the break.
A slow start was livened up when Lewis Duncan dinked the ball over a Killie winger and went on a surging run down the right. At full speed few players in the league can keep up with him and he did everything right with the move, but the shot was caught up in the wind and blazed over the bar.
A minute passed and the Fraserburgh man was heavily involved again. Neat footwork from Shanks inside the area on the left created space and his clipped back for Duncan, who's header was cleared off the line. Barry followed up with a volley at the edge of the area, but hooked over.
Then disaster for The Dons. A low cross along the box seemed simple enough, but Mair couldn't handle it and the ball spilled to Rennie who made it 3-1 on 58 minutes.
Aberdeen responded well to the goal and very nearly had one back. Mykta's inswinging corner had to be tipped onto the crossbar by the 'keeper after catching the wind.
Scott Anderson and Barry Robson made their second change with Michael Dangana on for Kyle Dalling on the hour mark.
Killie, who only had one sub on the bench brought Jacob Long on for Kirkpatrick.
On 65 Barry and Shanks, who had been linking up really well all day and the former's ball was just to high for the onrushing Shanks.
Kevin Haratty was withdrawn on 71 minutes in the place of Lyall Booth
The Dons continued to battle on, but couldn't create anything clear cut with the final ball lacking throughout the afternoon.
Archie Mair then produced a final diving save from a shot that was heading for the top corner. Rennie then followed up, but chipped onto the roof of the net.
Then a lifeline with 10 minutes remaining. Mykta, who had a corner tipped onto the crossbar earlier curled another excellent ball in from the left and it evaded the Killie keeper this time to land into the far corner. Aberdeen were back in it.
Conor Power received a booking for a strong challenge in the centre of the park and his teammate Shanks followed suit for dissent, much to the frustrations of The Dons coaching staff.
The home side huffed and puffed, but Killie remained composed and were able to kill the game off in the final moments with an identical penalty award. Walker stepped up to once again send Archie the wrong way to complete the hatrick.
Although the game was all but gone, Shanks produced a moment of real quality in injury time when he just about burst the net from 25 yards to make it 4-3. Unfortunately, it was the last kick of the game as the referee blew seconds later.