A George Nurse strike gave the Saddlers the lead in the first half before the hosts turned on the gas in the second period and threatened Walsall’s goal.
In the end, goalkeeper Liam Roberts gave away a penalty to allow Billy Clarke to equalise for Bradford and Clarke felt his side did enough to win the game.
“I’m frustrated to be honest with you, it should be three points,” Clarke said.
“We come to Bradford, who have lost one game in a calandar year, and you know you’ll be put under pressure in the second half and we’ve defended our box superbly.
“We haven’t done enough at the top end of the pitch, a little bit slack in posession, but you know they’re going to come at you and I thought we were resolute. Defended really well as a team.
“It’s an individual error for the penalty and that’s cost us the three points at the end of the day.
“We like to play the pressing game but give Bradford a bit of credit, they’re unbeaten for a long time here and they’re always going to ask you questions.”