Campo looked far from happy when he was substituted in the 63rd minute, the Spaniard leaving the field slowly and then trudging off down the tunnel.
Megson said: "I have spoken to Ivan a couple of times and all the players about it. Ivan has done that a couple of times and I don't expect anybody to be happy when they come off but what I do expect is that we all stick together.
"You don't want people pleased when they are brought off the field, I was never happy about it myself when I was a player.
"But you make your decision and think it is the right thing to do, therefore done in the best interest of the club."
Bolton's Ricardo Gardner will have an X-ray on a rib injury after being carried off on a stretcher late in the first half.
The Jamaica midfielder landed awkwardly under a challenge from Darius Vassell.