The club captain was jeered when he was substituted by Stelios Giannakopoulos and the Greece winger went on to score a stoppage-time winner against Derby.
Megson revealed Nolan played through the pain barrier to help his side's drive to reach Barclays Premier League safety.
"We were all disappointed at what happened," said the Bolton boss. "You do not like to hear that sort of thing.
"We can all understand supporters having their own thoughts but the club is really galvanised.<
"Everyone is together and no one in the dressing room was pleased with what went on. It really does not help at all.
"But it was the reaction of only a few fans, not the majority. Most of the people who come and watch football here are very intelligent.
"Those people who chose to let their feelings known might have thought a bit differently had they realised Kevin was playing with 11 stitches in his head and an injection in his ribs. He wanted to get out there."