Promotion-chasing Stevenage clinched their sixth straight victory to add to Bradford's relegation worries.
They took the lead with a penalty after Steve Williams tripped Stacy Long, John Mousinho converting from the spot.
But Bradford fought back in the second half and equalised when David Syers pounced at the near post from Gareth Evans' corner.
But with time running out Darius Charles fired home from 12 yards to give Stevenage victory.
Post Match Reaction
Stevenage manager Graham Westley told BBC Three Counties Radio:"Bradford worked very hard for the manager. They came here with a game plan, they set out their stall and worked very hard. They made it difficult.
"We put their goal under good threat throughout the game. We made several chances that could have seen us go into a more convincing victory than we got. It was a really pleasing performance.
"They are a big club with some massive resources, and obviously a changed manager. They are looking to play a different type of football. We knew they were dangerous opponents."
Bradford City interim manager Peter Jackson told BBC Radio Leeds:"I'm disappointed that we managed to get back into the game and then like last week give a sloppy goal away and we've come away with nothing.
"I thought we could go on and win the game but to give it away just four minutes later when we've pulled it back is hard to take.
"For long periods we were in the game but we've just let it slip away."