The Latics went down 2-1 at Boundary Park as they suffered their first home loss since September.
"We laid out approximately £4,000 in appearance money for the Bury game," Corney told the Oldham Chronicle. "The players should be knocking on my door, offering to give it back because that was not acceptable.
"I am devastated for the fans. I can take losing, but not with a home performance as benign and pathetic as that."
Tuesday's defeat has left Oldham in 18th place in the League One table.