The club was formed on 24th April 1885 at a public meeting held at The Old White Horse Hotel when members of the Bury Wesleyan and Bury Unitarian Football clubs joined forces to form Bury F.C

They played their first matches at Gigg Lane and have played their ever since. The inaugural match at Gigg Lane was a friendly match between Accrington and Church played on 6th June 1885.The club only played friendly matches for the first three years of its existence.