According to Walker, he was originally a tailor, and was put into a home in Great Bolas, Shropshire, in place of a deprived rector.
Calamy claims that Bury was a man of learning, educated at Coventry Grammar School and at Oxford, and that before obtaining the rectory of Great Bolas, he had been chaplain to a gentleman's family, as well as an assistant to an elderly minister.
Ejected in 1662 after refusing to sign the Act of Uniformity, Bury, who remained at Great Bolas in a house he had built, lived under significant hardship.
On 2 June 1680, Philip Henry gave him £4, from a sum left at his disposal by William Probyn of Wem.
Henry's 22 July 1681 diary entry has an account of the distraint of Bury's goods (he is here called Berry) for taking part in a private fast on 14 June.