Brian McDermott felt Leeds deserved to take something from their 1-0 defeat to Birmingham at St Andrew's on Saturday.
Hayden Mullins netted the only goal 19 minutes from time and the new Elland Road manager said: "I thought we should have got something out of the game.
"When it was 0-0 we were on top and then they scored from nothing.
"When I arrived at the club I put my reputation on the line and to make sure Leeds remained in this division. So far, as I am concerned, it is job done.
"Everyone must be going in the same direction. If that occurs at this club you have a major chance.
"I think we have to talk about who needs to come in. If we can add to the squad with good quality players we should progress.
"Leeds were in trouble when I came in. I am delighted with the boys. They played two games at home and we won them both. They were pressure games."
Febian Brandy scored his seventh goal of the season in the 21st minute to give the Saddlers the lead but cash-strapped Bury salvaged a point in the 90th minute when one of their only two substitutes, Efe Sodje, tapped in after Jonson Clarke-Harris hit the crossbar with a free kick.
Worrall said: "In the first half Walsall were the better side but afterwards we we took over the game very well.
"There was no pressure on us now relegation has been settled but it has been difficult with the club's money problems and the players have not been told what's going on and been in the dark."
Worrall, 22, has a year to run on his contract but is hoping for a new challenge elsewhere next season.
He added: "Hopefully the club can sort out the money problems next season in League Two, make a fresh start, and at first make sure they stay in the division and not be like Stockport County who went down to the Conference.
"It will all depend on what new investors the club can get in and what money the manager gets.
"Personally, I would like to get into the Championship to see if I'm good enough."