There were three changes in the Aberdeen line-up - Tom Ritchie, Evan Towler and Ryan Duncan replaced by Jamie Shingler, Timi Fatona and Taylor Mason.
There was a slightly surreal atmosphere inside the all but empty home ground of the Championship winners, a marked difference from the evening when they sealed their promotion against Arbroath.
Wales had the first effort on goal after Gilmour found him following a short free kick, the twenty five yard try well off target. A slack pass in midfield allowed Leslie to run through on goal, Shingler doing well to deny him.
The Dons were struggling to come to terms with the Rugby Park surface and couldn't create anything going forward. Barry Robson made a very early change withdrawing Taylor Mason and introducing Milosz Ochmanski after 16 minutes.
Shingler saved well from Mulvanny as Killie pushed for the opener and they won a spot kick on 20 minutes when Wales tumbled under a challenge from Lobban. Aaron Brown stepped up and calmly sent Shingler the wrong way to make it 1-0 to the home side.
Two minutes later the scorer thought he had doubled his tally when he slammed the rebound into the net after a shot had crashed off the bar, but the ref ruled he had used a hand to control the ball before shooting.
Liam Harvey was denied by a brave block from O'Connor as the Dons threatened for the first time, but they were rarely seen as an attacking force in the opening half hour.
But, against the run of play it has to be said, the Dons drew level on 38 minutes, Finn Yeats exchanging passes with Adam Emslie before firing the ball into the net. The goal may have been just the spur the team needed to get into the game.
Killie went back to the other end and Wales screwed a shot wide after a neat exchange of passes with Leslie. The half time whistle sounded to end a surprisingly sluggish opening 45 from Aberdeen, the team probably a little fortunate to be level at the turnaround.
The Dons made another change at the interval, Kai Watson coming off to be replaced by Cammy Wilson as Yeats dropped into central defence.
The physicality of striker Bobby Wales was a constant threat to the Dons and he wriggled his way along the by-line but couldn't pick out a team mate with his cutback.
The opening ten minutes of the half were very scrappy and Mulvanny was lucky to be only yellow carded after a terrible tackle on Blair McKenzie.
O'Connor did well to deny Wilson after he had spilled a Harvey effort, but clear cut openings were at a premium for both sides.
Aaron Brown clipped a free kick just over as the match went into its final twenty minutes then Cammy Wilson saw a shot comfortably saved. Kilmarnock took the lead on 76 minutes when Leslie's free kick from the right was bundled into the net at the far post by Aaron Brown.
The home side should have put the game to bed three minutes later, but McKnight blazed a close range volley high over. The Dons drove forward in search of an equaliser and Harvey's downward header forced a sprawling save from O'Connor.
Wales fired into the side netting when it looked easier to score then Kirkpatrick shot wide after a swift break as the Dons threw everyone forward but time ran out and Kilmarnock came through victorious.
A lacklustre performance from Aberdeen who will finish their season away to Celtic on Tuesday.