Also in that year, he married his second cousin Jane Bury, who assisted him in his work, notably with her chapter on Byzantine art in the History of the later Roman Empire (1889); they had one son.

[9] His brother, Robert Gregg Bury, was an Irish clergyman, classicist, philologist, and a translator of the works of Plato and Sextus Empiricus into English.

Bury's writings, on subjects ranging from ancient Greece to the 19th-century papacy, are at once scholarly and accessible to the layman.

[11] In 1913, Bury wrote A History of Freedom of Thought, a book from the freethinking perspective criticizing Christianity and the Catholic Church as being against reason.

The facts of history, like the facts of geology or astronomy, can supply material for literary art; for manifest reasons they lend themselves to artistic representation far more readily than those of the natural sciences; but to clothe the story of human society in a literary dress is no more the part of a historian as a historian, than it is the part of an astronomer as an astronomer to present in an artistic shape the story of the stars.

But Bury describes his "science" by comparing it to Leopold von Ranke's idea of science and the German phrase that brought Ranke's ideas fame when he exclaimed "tell history as it happened" or "Ich will nur sagen wie es eigentlich gewesen ist."

Bury's final thoughts during his lecture reiterate his previous statement with a cementing sentence that argues "...she [history] is herself simply a science, no less and no more".