In 1875, he was sworn of the Privy Council[5] and appointed to the newly established Court of Appeal, where he served until his resignation in 1885.

He married, on 25 February 1847, Marianne, youngest daughter of Henry Charles Lacy of Withdean Hall, Sussex, by whom he left children.

[7] In later years Baggallay suffered from poor health and died while convalescing at 10 Brunswick Square, Hove, Sussex.

Aside from certain of his judicial co-decisions and occasional dissents which proved to be of long importance - decisions of the Court of Appeal have binding authority unless and until reshaped at that level, above or by statute - his probate was re-sworn in 1890 leaving assets of £65,491 (equivalent to about £9,100,000 in 2023).

[1] He left executors as his widow at 55 Queens Gate, South Kensington and three sons, who lived at their houses in Elm Park Road, Chelsea and Onslow Square.