Baldock started his career at Milton Keynes Dons, where he played 125 total games, and was also loaned to Northampton Town, Tamworth, ÍBV and Oxford United.

Born in England and with Greek ancestry through his grandmother, Baldock played for the Greece national team on 12 occasions from 2022 until his death in 2024.

[5] Baldock made his first-team debut for Milton Keynes Dons on 1 May 2010 in the League One clash with Brighton & Hove Albion at the Stadium:mk which ended in 0–0 draw, coming on as a substitute for Daniel Powell in the 81st minute.

The following day, the club announced that Baldock's loan spell had been extended until 8 August, meaning he would be eligible to participate in the Europa League qualifying campaign.

[13] Nevertheless, he made his first appearance in European competition two days later after being selected in the starting line-up for the 1–0 defeat to Irish outfit St Patrick's Athletic in the first leg of the Europa League first qualifying round.

[18] Baldock featured several times for Milton Keynes Dons in the first half of the 2014–15 season, including as part of the team involved in the memorable 4–0 win over Manchester United in the second round of the League Cup on 26 August 2015.

[28] On 13 June 2017, Baldock was reunited with former Oxford manager Chris Wilder when he joined newly promoted Championship club Sheffield United, on a three-year deal for an undisclosed fee.

Bournemouth, and was praised by Tom Prentki of The Daily Telegraph as a "crucial cog" who provided the cross for his team's goal.

[34] Sheffield United finished the season in 9th place despite being tipped for relegation at the start of the campaign,[35] and Baldock and left-back Enda Stevens were described as "superb" by The Independent.

[42] He made his debut on 8 August in the UEFA Europa League third qualifying round, first leg, at home to Ajax, coming on as a 63rd-minute substitute for Giannis Kotsiras.

[43] He played three Super League Greece games, the last being a goalless draw at home to Olympiacos in the Derby of the Eternal Enemies on 6 October.

[51] After several hours of being unable to reach him, his fiancée in England raised concern, prompting the property owner to discover his body.

An employee of the visiting club handed over a Milton Keynes Dons shirt with Baldock's name to be displayed in his locker at the training ground.