The Shakers lost to Portsmouth in the semi-final of the Checkatrade trophy last night.
Despite a good first half at Gigg Lane for the Shakers Portsmouth got the better of them after the break.
The visitors scored two goals in three minutes with the first coming from Gareth Evans and the second from Oliver Hawkins.
Ronan Curtis made it 3-NIL a short time later.
Speaking after the game boss Ryan Lowe said
"I'm Gutted to be honest, not just for me but for the lads and their families.
"We've done everything we possibly can in this competition, I think five League One teams we've played getting this far, we were the better side but needed to score, it gets harder the higher up you go.
"I can't fault any player in the team, they've given us everything"
Bury are back in action in League 2 against Macclesfield Town on Saturday.