Her father Joseph was a minister and her mother was named Ella Mae. Her real name was Pearly Mae but her parents anticipated she would be a boy and when a girl was born she was nicknamed "Dickie". She spent her early life in Wash. DC where she received her early education. Bailey frequently appeared in the Old Howard theater in downtown Wash. As a young woman she toured the Pennsylvania mining towns as a dancer and later as a singer in Vaudeville. She starred in the film St. Louis Blues opposite Nat King Cole, which was the biography of W.C. Handy. Her greatest theater role was in the broadway musical "Hello Dolly".