Goals either side of the break from Ian Henderson and Nathaniel Mendez-Laing clinched the win for the home side in what was at times a bad tempered affair as Bury finished with nine men.
Neil Danns went close for Bury with a header towards Josh Lillis' near post but the Dale goalkeeper parried the effort.
The home side landed the first telling blow in the 38th minute with the award of a penalty. Matt Lund cleverly worked his way inside Jacob Mellis and went down, with Ian Henderson duly despatching the penalty to hand Dale the lead.
Bury striker James Vaughan had the ball in the net on the hour mark but was flagged offside and it was Rochdale who scored the second goal of the game when Mendez-Laing collected Andy Cannon's pass and fired beyond Williams on 75 minutes.
Kean Bryan was dismissed for a rash challenge on Cannon soon after, sparking a bout of pushing and shoving from both teams, and Mellis followed him off for a foul on Calvin Andrew.