They scored their third win in their last six games and all have come away from home. This victory was hardly a surprise as they have now won four of their last five games on their visit to Bescot.
They carved out this crucial victory as a result of a 42nd-minute goal from Tom Youngs when he punished a poor defence to give the Shakers their well merited win.
In the case of Walsall it was a sad let-down as a victory would have taken them to the top of table. As it was Walsall miserably slumped to only their third home defeat of the season.
Walsall hardly performed like a promoted side in the first half when they were generally off the pace and this was reflected in the way Bury took their shock lead just before the break.
Bury were certainly more positive in their approach and they repeatedly put the Saddlers out of their stride.
This was illustrated three minutes before half time when Anthony Gerrard was involved in a mix-up with Clayton Ince and Chris Westwood. Youngs took advantage of the mix-up to nip through and head home his third goal of the season.
Walsall should have been back on level terms a minute into the second half but Trevor Benjamin conspired to hook his shot over the bar from six yards.
The on-loan striker later saw a header ram against the foot of the post as Walsall strived for the equaliser.
At this stage Bury dropped a defensive blanket on the game and, despite some clever play by Ishmel Demontagnac, the Saddlers were frustrated in their bid to grab an equaliser.
Skipper David Challinor was Bury's defensive stalwart and the Shakers' skipper was rewarded by leading his side to a win which could guarantee League Two survival.