Hendon said: "They're in and around the play-offs and we've come here and worked hard, but that doesn't count for much when you give away two sloppy goals.
"I don't think Bury put us under too much pressure, but they've done enough to come away with a 2-0 win.
"We were in the game and then another mistake has cost us dear for the first goal. Mark Hughes (who conceded the penalty) is an experienced player and he should know better than that.
"We had a lot of the ball after the break, but if you can't create chances and don't get any shots off then you don't win games."