The Gills scored four goals away from home but still had nothing to show for it at the end of a bizarre 90 minutes.
A poor first-half performance saw Andy Hessenthaler's side trailing 2-0 at the break but it could have been a lot worse. The manager changed things at the break and it almost paid dividends as they amazingly came from behind to level at 3-3 and 4-4 as seven goals were scored in a crazy 26 minute spell.
It was terrible from a defensive point of view and the performances will probably keep the coaching staff of both sides extremely busy in the next few days.
Former England international Phil Neville took advantage of his weekend off from Premier League football with Everton to watch the game - maybe because his mother Jill is both General Manager and Club Secretary at Gigg Lane, but even he must have been shocked by the poor defending.
Going into the game Gillingham boss Hessenthaler made four changes from the team that faced Southend on Tuesday night. Adebayo Akinfenwa, Mark Bentley, Matt Lawrence and Chris Palmer returned while John Nutter and Josh Gowling retained their places. Cody McDonald failed a fitness test which saw Bayo as the lone striker.
Skipper Barry Fuller took an unusual midfield role, joining Bentley, Palmer, Jack Payne and Danny Spiller in a five man midfield. Lawrence slotted into the right-back berth. Nutter was at left-back with Gowling alongside Tony Sinclair in central defence.
In a quiet opening, Fuller had the first chance of the match in the 6th minute but his shot was high, wide and none too handsome.
Bury then took the lead in the 14th minute and it was gift-wrapped for them. Initially Gowling's back-pass to Lance Cronin was short then the keeper dallied a little too long with his clearance allowing the Andy Bishop to block. Neither player knew where the ball was until it bounced and it was the striker that reacted quickest by heading goalwards. Cronin managed to claw that out but was helpless, as was the back-tracking John Nutter, as the forward rolled the loose ball home.
Shortly afterwards Bishop should have had a second, he was put clean through but dragged his shot wide of both Cronin and the far post.
A Palmer right-foot shot was easily saved by Cameron Belford before Shakers forward Ryan Lowe entered his contender for miss of the season in the 24th minute. Andy Haworth drilled the ball low across the face of goal to the unmarked Lowe at the far post. He somehow got what looked a simple tap-in totally wrong and miscued his shot skywards with the goal at his mercy!!
Gowling's afternoon went from bad to worse in rather harsh circumstances in the 33rd minute. Haworth again crossed from the right and Bishop, who would have done well to reach the cross anyway, went down under the aerial pressure from the Gills central defender. Referee Jon Moss immediately pointed to the spot and Lowe easily sent Cronin the wrong way from the resultant spot-kick.
Unsurprisingly Hess made two changes at the break, forwards Mark McCammon and Stefan Payne replacing Matt Lawrence and Mark Bentley, a move that also saw Fuller revert to right-back.
The second-half goalfest began within two minutes of the restart as the Gills pulled a goal back. Palmer hit over a deep corner from the right which Spiller headed goalwards. Former Gillingham defender Efe Sodje failed to head clear properly, Stefan Payne headed down Akinfenwa poked the ball home.
However Alan Knill's side restored their two-goal lead in the 49th minute. Lowe crossed from the left and Bishop got in ahead of Sinclair at the near post to touch the ball past a bemused Cronin.
McCammon glanced a header inches wide before the game went mad with four goals in eight crazy minutes.
The first of these came in the 58th minute. A Palmer corner from the right was missed by the home keeper in a crowded goalmouth which left Akinfenwa a simple header into an empty net, 3-2 to Bury.
Less than sixty seconds later the scores were level, Spiller striking a low shot from around 20 yards that Belford got a hand to but couldn't prevent sneaking in off a post.
In the 62nd minute the home side scored again, Steven Schumacher played a free-kick into the area and Cronin was unable to stop the unmarked Sodje heading in.
Another three minutes passed before it became 4-4, a long throw from Jack Payne wasn't cleared at the near post and Palmer's screaming volley gave Belford no chance.
With both sides defences all over the place you sensed that the scoring wasn't finished and so it proved when the Shakers hit a fifth in the 72nd minute. Gowling and Bishop chased a through ball but as the Gillingham defender poked the ball away it found Lowe who composed himself before curling the ball wide of Cronin and into the corner of the net.
That did prove to be the final goal in the game but I'm not sure whether the 199 travelling fans knew whether to laugh or cry at the final whistle. The one thing they did do was applaud their side off in appreciation of the effort put in during the second-half.
The Gills still await their first win of the season and have now slipped to 21st in the League Two table.
For the record, this was the first time that the Gills had scored four goals away from Priestfield since beating Ipswich Town 4-3 at Portman Road in November 2003.
Bury: Belford, Picken (Futcher 75), Skarz, Lees, Sodje, Sweeney, Bishop (John-Lewis 90+1), Schumacher, Haworth (Worrall 81), Jones, Lowe.
Subs: Branagan, Futcher, Bennett, Mozika, Carlton.
Gills: Cronin, Fuller, Nutter (Rooney 85), Gowling, Lawrence (S Payne H/T), Sinclair, J Payne, Spiller, Bentley (McCammon H/T), Palmer, Akinfenwa.
Subs: Julian, Maher, Southall, White.
Att: 2,700 (199 Gills)
Referee: J Moss
Assistants: P Davies & T Harrington
Fourth official: P Kettlewell