Bury was only son of William Bury, of the Friars, in Grantham, Lincolnshire, and Emma, his wife, the youngest daughter of John Dryden, of Canons Ashby, and Elizabeth. He was baptised at Grantham on 3 June 1605. Bury entered at Gray's Inn on 18 May 1631. He was found guilty of High Treason for taking up arms against King Charles I, April 21, 1643. The same year he had been appointed to collect subsidy from Lincolnshire, He was named in despatches of the Committee of Both Kingdoms 1644-1645, and was one of the commissioners for the reduction of Belvoir Castle in June 1649. Bury was returned Member of Parliament for Grantham in First Protectorate Parliament, and the same year was appointed a colonel in the New Model Army. The next year, on 1 November 1655, he was appointed to the Trade Committee, and on 1 August 1656 he was appointed a Commissioner for Ireland. While in Ireland he was knighted at Dublin Castle by Henry Cromwell on 21 July 1658.. On 26 January 1661, was knighted at the hands of Sir Maurice Eustace, Lord Chancellor of Ireland, Roger, Earl of Orrery, and Charles, Earl of Mountrath, Lords Justices. Church. Sir William chiefly resided at Cistersia Place, in Grantham, until sent to Ireland, and on his return took up his abode at Linwood Grange, in Blankney. It was there he died and he was buried in Blankney Church on 20 July 1669.
Family
At Grantham, on 13 April 1629, Bury married Jane, daughter of Sir William Plomer, of Radwell, Hertfordshire, and Hill, Bedfordshire. Bury married, secondly, around 1650, Jane, daughter and coheir of George Ellis, of Wyham-on-the-Hill, Lincolnshire, who survived him and was buried in Blankney Church on 22 April 1677. Besides a number of children who died in infancy, Bury and Jane his first wife had two sons and three daughters:
William, who succeeded to the Grantham property and died 1678, was a barrister of Gray's Inn, but never a knight, although so styled upon the monument at Grantham. He married Dorothy, daughter of Periam Docwra, of Putteridge. William Bury's last male descendant died 1707.
Gilbert, who inherited the Linwood estate, entered Lincoln College, Oxford, at the age of thirteen, married at eighteen a lady then but sixteen, and with her were the ancestors of the Burys of Linwood.