Shakers keeper Lainton the visitors' hero.
Colchester United's surge up the League One table was temporarily halted on Saturday, as Bury won out in the battle of the in-form teams in League One.
The visitors grabbed the win with a header late on from the dangerous Leon Clarke, and the U's can consider themselves unlucky not to have got anything out of the game.
They grew into the match and had the best of the second half in the build-up to Clarke's goal and it was only the heroics of visiting keeper Rob Lainton that kept the Shakers in the game.
After the visitors had started the stronger, the U's grew into the game as the first half took shape.
They had a number of chances but appeared not to have their shooting boots with them, as they spurned a handful of chances in the first forty-five minutes.
Just before the half hour mark, the U's had two good chances - first Moncur stung the hands of the keeper, before Edwards' driving run ended with the midfielder forcing a first class save out of Lainton at full stretch.
The U's then carried on their momentum into the start of the second half as they pressed Bury back and looked the more likely to break the deadlock.
Ten minutes into the second half, Sordell stung the fingertips of Lainton, before Briggs then set up Moncur, but the Bury keeper saved well at his feet.
Just after the hour mark, Lainton pulled off his best save yet. The ball came in from the left and he blocked at point blank range with the ball seemingly goalward bound.
With twenty minutes to go, the U's had a huge shout for a penalty as Pope blocked with his arms away from his body, but the referee was not interested despite appeals from home players and supporters.
It seemed only a matter of time until the U's would score, but unfortunately there was a sting in the tail.
Twice the Shakers threw in crosses from the right and, on the second, Clarke rose highest to bury his header.
Chris Porter was introduced late on in the game, and he was only inches away from a Harriott cross.
With Bury dropping deeper, the U's kept probing and Lainton and his defence kept repelling their efforts.
The ten game unbeaten run came to an end with this match - but there's so much to suggest that the U's will be long time residents of the top ten in 2015/16.