Bailey reached the majors in 1993 with the Boston Red Sox, spending two years with them before moving to the St. Louis Cardinals (-), San Francisco Giants (-) and Kansas City Royals (-). His most productive season came in 1996 with St. Louis, when he posted career-highs with five wins and a 3.00 ERA. He had another decent season in 2001 for Kansas City, striking out 61 batters in innings, also career-numbers. In 172 games, Bailey compiled a 9-10 record with one save a 3.96 ERA.