Her first two records had been as an uncredited vocalist for a 1929 session by the Eddie Lang Orchestra ("What Kind o' Man Is You?", a Hoagy Carmichael song that was issued only in the UK), and a recording on May 8, 1930 of "I Like to Do Things for You" for Frankie Trumbauer. She was Whiteman's popular female vocalist through 1932 (recording in a smooth, crooning style) but left the band later that same year over salary disagreements. She recorded four sides for Brunswick in 1931 with the Casa Loma Orchestra. and there were further recordings for the label in 1933 accompanied by the Dorsey Brothers. Bailey was part of an all-star session with Benny Goodman's studio band in 1934 featuring Coleman Hawkins, Dick McDonough, and Gene Krupa. After leaving Whiteman, Bailey sang on the radio shows of George Jessel and Willard Robison.