He decided not to go into the family business and worked as a telegram boy and at a floor manager at Crystal Palace skating rink.

At age fifteen he went into vaudeville as a tambourine player and vocalist at Canterbury Music Hall in George Street, Sydney.

He and Duggan collaborated on a number of follow up plays (with both men also acting in the productions), including The Man from Outback (1909), The Prince and the Beggar Maid (1910), On Our Selection (1912), an adaptation of the stories of Steele Rudd and The Native Born (1913).

After touring in the Barry Conners play The Patsy for 23 weeks in 1929, Bailey retired from performing, believing that talking films were making theatre unprofitable.

Bailey was brought out of retirement in 1932 by Stuart F. Doyle to play Dad Rudd in a film version of On Our Selection, which he also co-wrote.

[8] After Dad Rudd, MP (1940), Bailey retired for good, apart from a brief appearance in a propaganda short made for the war effort, South West Pacific (1943).