In 1933 Bailey married Red Norvo, a xylophonist, improviser, and band leader who had worked with Paul Whiteman. A dynamic couple, they were married until 1942 and were known as "Mr. and Mrs. Swing". They worked much of the time in New York City. They remained friends after their divorce. She worked as a solo act, singing in clubs in New York, such as the Café Society and the Blue Angel. In 1944 she had her own radio show on CBS which aired from September 1944 until February 1945. Her last major engagement was with Joe Marsala in Chicago in 1950.