At the age of 22, Bailey did evangelical work in connection with the YMCA and the British Army. This took her to India where, in 1907, she met her future husband Walter Evans. Together they moved to America, where Evans became an Episcopalian priest. The marriage did not last and Bailey pushed for and received a divorce. She left with their three children after formal separation in 1915. Then followed a difficult period in which she worked in a sardine factory to support herself and the children.