Bailly has achieved 20 victories in the Biathlon World Cup, as well as numerous wins on the youth and junior levels.

In the 2004–05 season she was the most successful female athlete in the overall World Cup (most points in all events) after placing third in the previous year.

Bailly has won seven medals at the Biathlon World Championships (three in individual events and four in relays).

She is well-remembered for winning the pursuit gold medal during the 2003 World Championships in Khanty-Mansiysk, sharing it with German biathlete Martina Glagow.

Her greatest success in that discipline was the silver medal in the 4×6 km relay at the 2010 Winter Olympics in Vancouver, British Columbia, Canada.