Bailey has worked extensively in British theatre, including Chichester, Bristol Old Vic, the West Yorkshire Playhouse, London's West End, the Royal Court, the National Theatre, the Old Vic, the Arts Theatre, Hampstead, the Tricycle Theatre and the company Shared Experience with whom she received a TMA nomination as Best Supporting Performance for her role in Kindertransport (2007).
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She is probably best known for her appearances in the Mike Leigh films Meantime, All or Nothing and Vera Drake, as well as Leigh's 1981 West End theatre play Goosepimples, for which she received a Theatre Critics' Award nomination as Most Promising Newcomer.
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