Feeney finally found the back of the net with just over 20 minutes gone as he struck the ball on the volley following a long ball forward from Derik Osede.
Gary Madine and Feeney continued to push for Bolton in the first half, but they were unable to add to the lead until the final minute of the first half, when the former poked the ball in from a Stephen Dobbie strike.
Neil Danns looked to extend the Trotters' lead further after the break as he received a cross from Dobbie, but could not get his shot on target from close range.
The visitors continued to look the more likely in front of goal with Madine flicking the ball on for Dobbie, but his volley was tipped clear by Coleman.
Oldham started to see more of the ball in the final 15 minutes as they tried to rescue something from the match, with Danny Philliskirk forcing a save from Ben Amos as he tried to head in from a corner.
Triallist Alen Ploj, who already has two pre-season goals for Oldham, nearly got on the scoresheet late on as he tried to slice the ball in from a Mike Jones, but was crowded out before he could get the ball away.
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