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Bailey was the third member of Omar Little's stick-up crew in season one, along with Omar's boyfriend Brandon Wright. He was the most estranged of the three, showing signs of discomfort with Omar and Brandon's homosexuality in "Old Cases", and with Brandon dismissively describing him as a "dope fiend" and warning Omar that he is unreliable in "The Pager". Omar himself seems to have the least problem with him, describing him as a "good man" with lots of enemies. Detective McNulty asks after Bailey in connection with Omar's brother "No-Heart" Anthony Little later, implying that a history with the Little family was the reason they came to work together.
Bailey participated in Omar's planned robbing of the Barksdale Organization at one of their stash houses at The Pit. In response, an irritated Avon Barksdale placed an extremely hefty bounty on the trio's heads. The consequences of Bailey's involvement in the robbery ultimately proved fatal; Bailey was killed shortly afterwards while visiting relatives.
Much later, while in the custody, chief Barksdale enforcer Roland "Wee-Bey" Brice confessed to the murder of Bailey, despite ballistic evidence indicating that three guns had been used in the commission of the murder.