Relegated Bury ended any faint hope Walsall had of making the play-offs when substitute Efe Sodje grabbed a last-minute equaliser for a 1-1 draw at the Banks's Stadium.
The big defender tapped the ball in after a Jonson Clarke-Harris free-kick came back off the crossbar, and it was no more than the Shakers deserved for they were the better side.
Walsall, who extended their unbeaten run to 15 games, took the lead in the 21st minute when the recalled James Baxendale cut in from the right and set up Febian Brandy to lash in his seventh goal of the season.
But the Saddlers never got their passing game going and with skipper David Worrall outstanding, Bury pushed forward repeatedly and Nicky Ajose should have scored when he shot wide from six yards out after 67 minutes.
The hosts hardly threatened in the second half, particularly after losing winger Jamie Paterson through injury, and when the outstanding Brandy was substituted in the 79th minute any hopes of another goal died.
Cash-strapped Bury, who could only name two substitutes, were cheered off at the end by their small band of loyal fans.