Bury manager Alan Knill was left to rue a host of missed chances as his side endured a rare away defeat at Bradford.
Omar Daley scored the only goal of the game to leave the Shakers seven points short of the top of League Two and infuriate Knill.
He said: "The match should have been over in the first 20 minutes. We had so much possession and clear-cut chances the game should have been out of sight, and then Bradford score with virtually the last kick of the first half.
"I am proud of my players. That is how to play - we keep the ball rather than boot it. We did well to keep possession but then when we needed to be more clinical we weren't.
"Omar Daley's effort was a great goal. He showed good technique and well done to him. It looked like we could go in at nil-nil and if we had done that I think we could have won the game.`