Bailey was born in Concord, Massachusetts in 1887, but very little is known about his life prior to his introduction in 1897. During a game of Truth or Dare with his sister Caroline and her friends, Bailey was dared to break into the Night Circus and bring back something as proof that he did so. Bailey accepted the dare and managed to enter the circus, but he was unable to find any suitable proof. However, he eventually ran into a red haired girl (who is later revealed to be Poppet Murray) who, after learning about the dare, gave Bailey one of her white gloves. We do not learn about Bailey's return, but it is revealed that Bailey kept Poppet's white glove as a memento of the circus.
During 1902, Bailey began to have arguments with his father over his future - his father wanted him to take over the farm, but Bailey insisted that he wanted to go to Harvard. However, Bailey's true intentions involved finding the circus again - a wish that fortunately came true, as the circus returned to the field outside Bailey's home that same year.