Intensely private about his personal life, Bandy never publicly revealed that he had contracted AIDS sometime in the early 1980s, fearing the stigma of the disease would cause him to lose work. He and friend Maury Hobson had previously discussed their displeasure with the way that designer Perry Ellis' AIDS-related death had been handled and promised each other that if either died of the disease, their true cause of death would be publicly announced. In June 1986, Bandy developed a persistent cough and sore throat but refused to see a doctor because he did not trust them. He instead opted to treat his ailments with natural remedies which did not help. Bandy's health continued to decline.