A group of fans kicked and punched Bajevic during a pre-season friendly on August 8 and a section of the crowd threw seats towards him after Sunday's defeat, although none hit him.
It was the 61-year-old Serbian's third stint in charge of the club, but a group of the fans are apparently enraged by his previous job coaching rivals Olympiakos.
He told reporters at a post match news conference: "I will not be talking about the game, what I can say is that I have informed the president and the players that I have resigned."
AEK have experienced a disappointing start to the new season and the Yellows are languishing 13th in the 16-team Super League after picking up just four points from four matches.
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