Bailey was born in Texas and studied dance from a young age with the Houston Ballet. As a teenager she performed with the Joffrey Ballet in New York and the London Ballet Theatre in England. She was a professional ballerina in the UK and abroad for several years, additionally training with coaches from Cirque de Soleil and performing around the world as an acrobat and aerialist for six years.
She started her acting career in the theatre. A triple threat, she has received rave reviews for numerous starring roles. She received Best Actress nominations for Off West End Awards for her roles in Guys & Dolls and Play It Again, Sam.
Bailey is actively involved in the comedy improvisation scene in both London and Los Angeles, having trained at the famed Groundlings Theater, and featuring in comedy improv troupes at the Edinburgh Fringe Festival.
She enjoys collaborations with several fashion labels, and starred in an award-winning short film for Italian Vogue for designer Marios Schwab's Chiara Skura collection.
She is married to Anthony Gordon and they have two children. They met in a ballet company, where they were dancers together. They trained together with Cirque de Soleil.