He incurred the resentment of the Scottish government by rescuing, in June 1676, his brother-in-law James Kirkton, a Presbyterian Church of Scotland minister who had been seized and confined in a house by Carstairs, an informer.
In despair at the state of his country, he determined in 1683 to emigrate to South Carolina, but the plan came to nothing.
[1] The same year, Baillie, with some of his friends, went to London and entered into communication with the Duke of Monmouth, Lord Russell, and their party to conspire to bring Monmouth to the throne; and on the discovery of the Rye House Plot, Baillie was arrested.
He was pronounced guilty the next day and hanged the same afternoon at the Mercat Cross at Edinburgh.
[1] Bishop Burnet, who was his cousin, describes him as "in the presbyterian principles but ... a man of great piety and virtue, learned in the law, in mathematics and in languages."