A debut goal from new signing Ricky Shakes with less than ten minutes remaining gave Brentford their first away win of the season as they won 2-1 at Gigg Lane.
The Bees held a half time lead thanks to Glenn Poole's first goal for the club but they surrendered it seconds into the second half and had to overcome a few hairy moments before the late goal gave them all three points.
In a game of few chances it seemed likely it would need a good goal to break the deadlock and Poole provided it twenty minutes in.
Kevin O'Connor was brought down on the edge of the box by a crude Paul Morgan challenge and Poole curled the resulting free-kick over the wall and past a groping Jim Provett in the Bury goal.
The opening had been fairly even; Ben Hamer turned a Nicky Adams shot round the post and saved from a Glynn Hurst header while Charlie Ide and Matthew Heywood failed to test Provett with efforts at the other end.
Despite having not won at home for nearly nine months The Shakers came back strongly after Poole's strike and Hamer produced a brilliant one handed save to deny Hurst and equaliser when Brentford failed to clear a long throw from Dave Challinor.
And Ben Starosta blocked an effort from Adams that seemed certain to level the scores soon after but Brentford could have doubled their lead before the break.
The Bees were awarded another free kick in a dangerous position and Sammy Moore curled a free kick past Provett but it landed on top of the crossbar and bounced over.
Grant Basey cleared a header from Andy Bishop off the line and Hamer saved from Paul Scott as Bury tried to find a way back into the game before the break but it took less than ten seconds of the second half to get their equaliser.
Straight from the kick off The Shakers went straight at the heart of the Bees defence and although they were held up Adams was able to slip the ball through to Bishop who finished with aplomb.
The home side had their tails up and began to throw the kitchen sink at Brentford, Adams shot over the top after cutting in off the right and Riche Baker had a shot deflected wide.
But Brentford fought back, Moore flicked a header narrowly wide and curled a free kick over the top before Shakes' late moment of glory.
Starosta, joining the attack for the umpteenth time, latched onto an O'Connor pass and put over a cross, Ide knocked it back and Shakes steadied himself before drilling past Provett with the help of a deflection.
The goal came 15 minutes after his introduction and moments after the home side had a goal ruled out for offside but there was still time left for The Shakers to press.
The Brentford defence were forced to withstand an aerial bombardment and when Bury did create a half chance, Scott nodding a long throw on to substitute James Dean who turned it towards goal, Karleigh Osborne cleared off the line.
The visitors withstood four minutes of stoppage time and dozens to balls into the box to emerge victorious and continue their early season run.
Bury: Provett; Challinor, Morgan, Futcher; Parrish, Baker, Scott, Woodthorpe (sub Dean 87 mins); Hurst (sub Mangan 87 mins), Bishop, Adams
Subs (not used): Buchanan, Barry-Murphy, Haslam
Bookings: Scott (49 mins), Baker (75 mins)
Brentford: Hamer; Starosta, Heywood, Osborne, Basey; Moore, Mousinho (sub Shakes 68 mins), Pettigrew, Poole; Ide (sub Pead 86 mins), O'Connor
Subs (not used): Brown, Smith, Connell
Bookings: Ide (75 mins)
Attendance: 2,301 (257 Bees fans)
Written by Chris Wickham