In the 2003–04 season, Baird struggled to make the first team and was loaned out to Walsall on a one–month deal. Baird made his Walsall debut on 27 September 2003, in a 2–1 win over Preston North End. Baird then provided an assist for one of the goals for Darren Wrack, in a 2–0 win over Wigan Athletic on 25 October 2003. Baird's regular playing time in the first team saw him extend his loan spell at Walsall for another month, leading manager Colin Lee to unsuccessfully try to sign him for £1 million. Baird was sent off in his last appearance for Walsall, when he received a second yellow card, in a 0–0 draw against Crystal Palace on 21 November 2003.