Bolton Wanderers 3 Tottenham Hotspur 2
The Wanderers boss had called sections of his own club's supporters pathetic after they abused him following the midweek draw at rivals Blackburn.
It looked like Megson's side had thrown away a two-goal lead for the second time in four days when substitute Darren Bent struck twice in two second-half minutes.
Goals from Sebastien Puygrenier and Kevin Davies had put Bolton, who had also led 2-0 at Ewood before drawing 2-2, prompting the travelling fans to turn on their own manager, on course for their first win of 2009.
But Spurs hit back through substitute Bent before the new captain Davies headed home late on to seal Bolton's first win in seven attempts.
Kevin Davies, who was handed the captain's armband following Kevin Nolan's shock £4million departure to Newcastle, nearly gave the hosts a dream start on nine minutes but he headed Matt Taylor's free-kick just over.
Roman Pavlyuchenko flashed a header across the face of goal at the other end before Ariza Makukula should have given Wanderers the lead.
Kevin Davies flicked on Jussi Jaaskelainen's long clearance but the Portugal international slashed his shot wastefully wide.
The impressive Mark Davies was next to go close but the midfielder, making his first start in a Bolton shirt, headed just wide from Gretar Steinsson's deflected cross.
The former Wolves youngster was involved in the opening goal on 32 minutes when his superb free-kick was flicked past Carlo Cudicini by Puygrenier for his first goal for the club - and Wanderers' 4,000th in top-flight action.
Bent and Jermaine Jenas were introduced at half-time for the ineffective Luka Modric and Didier Zokora.
Spurs' hopes of taking anything from the contest looked to be over on 64 minutes when Kevin Davies struck.
But Bent handed the visitors a lifeline when he turned in Pascal Chimbonda's low cross nine minutes later.
And Tottenham were level moments later when Jaaskelainen could not hold Wilson Palacios' volley and Bent fired home the rebound between the goalkeeper's legs.
Mark Davies then blazed over after a fine move involving Kevin Davies and Ebi Smolarek before Kevin Davies rose highest to head home Taylor's corner with just three minutes left.