[6] Initially, after he graduated, Bailey worked for a small architectural firm owned by Henry Eckland in his hometown of Kewanee.

The next year he undertook another Arkansas commission, this one in Hot Springs, the Pythian Bath House and Sanitarium.

[2][9] Construction on the National Knights of Pythias Temple proceeded slowly and by 1928 the interior of the building remained unfinished.

[10] Though the Knights of Pythias eventually lost ownership of the building, Bailey did maintain his office in the structure after its completion.

[10] A large decorative fragment from the building, an Egyptian pharaoh in glazed terra cotta, probably designed by Baily to celebrate black pride, is conserved in the collection of the Art Institute of Chicago.

The art Moderne style is predominately composed of strong horizontals with large glass panel windows.

Walter T. Bailey implemented the style of Art Moderne by adding lines of green terra-cotta blocks on the facade of the Church of Deliverance.

[12] The building served as both a church and a radio station for Reverend Clarance Cobbs to broadcast sermons.