Leon Knight's first goal for MK Dons helped make it a gloomy day in more ways than one for Chris Casper's struggling Shakers.
The striker, signed from Swansea last month, was on target alongside Keith Andrews to extend Bury's winless streak to nine games in the murky fog at Gigg Lane.
The visitors were on the back foot for much of the game, but scored either side of the break to stifle any thoughts of a home-side victory.
Just three minutes in, John Fitzgerald's long punt found the Dons defence napping but Shakers top-scorer Andy Bishop could not beat the advancing Adolfo Baines-Pilart with his effort from the edge of the box.
Richie Baker followed up the effort but Drissa Diallo blocked his low drive. The Spanish keeper then nearly undid his good work with a sloppy clearance, which threatened to let in Glynn Hurst.
And to complete an excellent start from the home side, the lively Hurst seized through on a loose ball, only to be denied by an excellent last-ditch challenge from Jamie Smith.
Martin Allen's Dons struggled to adapt to the bumpy pitch, particularly after the 5-0 hammering they received just ten miles down the road at Rochdale seven days earlier.
But they wasted a golden chance to take the lead on 25 minutes when Jude Stirling's long throw from the right was flicked on for Jon-Paul McGovern, who unfathomably side-footed over the bar from seven yards out.
It was a defensive error that eventually broke the deadlock, and predictably it came from the side struggling at the wrong end of League Two.
John Fitzgerald stooped to clear a header straight into the path of McGovern, whose angled ball enabled Leon Knight to nip in ahead of Tom Kennedy and keeper Andy Warrington to bag his first goal for the club since his move from Swansea.
Bishop nearly restored parity just before the break when he squeezed a shot under Baines-Pilart into the side netting.
Paul Scott hit a fearsome shot just after the restart to suggest the game was far from won.
The Dons quelled any head of steam Bury threatened by scoring the second. Stirling danced around two challenges before delivering a perfect low cross for unmarked skipper Keith Andrews to blast home from close range.
Luckless Bury tried to get into the game as the fog descended on Gigg Lane. Hurst had a shot stifled by the visitor's keeper, and both Jake Speight and Richie Baker had goal-bound shots blocked.
When the final whistle blew, although the misty atmosphere in Lancashire prevented fans from seeing it, the Dons boss Martin Allen went down the tunnel with a knowing grin.