Match ends, Walsall 0, Bury 1.
Craig Jones' goal earned Bury their first league win of the season and ended Walsall's unbeaten start.
The Saddlers claimed a draw and four consecutive wins in August, and went into Saturday's game top of the table.
But they were undone by Jones' sixth-minute strike, which he powered low into the net.
Walsall pushed for an equaliser, but Shakers goalkeeper Rob Lainton produced a string of saves to make sure his side went away with all three points.
Walsall boss Dean Smith told BBC WM:
"I can't have asked any more of the players, they gave it their all.
"We didn't start the game very well and we got punished by a decent goal from them but, for half an hour in the first half it's as well as we've played this season so far.
"It was a good finish from them but looking back we know we could have defended it better."
Bury manager David Flitcroft told BBC Radio Manchester:
"It was the ultimate team performance, in everything we did.
"In a good film, you never remember the start of the film, it's only ghosts that remember the start of the film and you always remember the end.
"At the start of the film today we played some good stuff ourselves, we were unplayable and caused a lot of problems.
"It was a tough game today but that's the way football is."
- 7ChambersSubstituted forLalkovicat 76'minutes
- 17FlanaganSubstituted forMorrisat 62'minutes
- 12FordeSubstituted forCookat 62'minutes
- 2RileySubstituted forBrownat 50'minutes
- 14JonesBooked at 90mins
- 8MellisSubstituted forPughat 61'minutesBooked at 75mins
- 9ClarkeSubstituted forPopeat 61'minutes
- Fred Graham
- Shots on Target
Second Half ends, Walsall 0, Bury 1.
Attempt saved. Tom Soares (Bury) right footed shot from the centre of the box is saved in the top right corner.
Attempt missed. Tom Bradshaw (Walsall) left footed shot from the centre of the box is too high.
Attempt saved. Sam Mantom (Walsall) right footed shot from outside the box is saved in the top centre of the goal.
Tom Bradshaw (Walsall) wins a free kick in the defensive half.
Foul by Andrew Tutte (Bury).
Attempt saved. Kieron Morris (Walsall) right footed shot from the right side of the box is saved in the top centre of the goal.
Attempt missed. Danny Pugh (Bury) left footed shot from the centre of the box is close, but misses to the left.
Milan Lalkovic (Walsall) wins a free kick in the defensive half.
Foul by Reece Brown (Bury).
Substitution, Walsall. Milan Lalkovic replaces Adam Chambers.
Danny Pugh (Bury) is shown the yellow card for a bad foul.
Hand ball by Danny Pugh (Bury).
Foul by Rico Henry (Walsall).
Craig Jones (Bury) wins a free kick on the left wing.
Foul by Romaine Sawyers (Walsall).
Peter Clarke (Bury) wins a free kick in the attacking half.
Corner, Walsall. Conceded by Chris Hussey.
Attempt blocked. Romaine Sawyers (Walsall) right footed shot from outside the box is blocked.