Rampant Colchester put Bury to the sword to end a run of three successive defeats.
They went ahead through Karl Duguid, whose low shot deflected in off Bury left-back Joe Skarz.
Ian Henderson then brilliantly headed in Anthony Wordsworth's cross before Duguid calmly slotted home Wordsworth's pass.
Lloyd James' stunning 30-yard free-kick made it four before Bury substitute Lenell John-Lewis's late consolation.
VIEWS FROM THE DRESSING ROOM
Bury manager Richie Barker told BBC Radio Manchester:
"Over the 90 minutes we haven't played a great deal poorer than that. It's disappointing after the run we've been on.
"We looked like we'd not played for two weeks.
"I thought all of the goals were just too easy.