Family, friends and fellow officers paid their final respects at Leake Funeral Home on Chicago's South Side.
There was a long line of people waiting to get into the funeral home all afternoon.
Mourners lining up to say farewell to the slain police officer said they have been having the same experience far too often lately. Bailey was the third Chicago police officer murdered in the last two months.
Thomas Wortham IV was the first.
"We have to figure it out now," said Wortham's sister Sandra. "I would prefer not go to more funerals than birthday parties. It's outrageous. It's absolutely ridiculous."
Bailey was less than a month shy of retirement when he was shot outside his home early Sunday morning. He was in uniform, cleaning the new car he had bought to celebrate the new phase of his life.
Police Superintendent Jody Weis vows the killer or killers will be behind bars soon.
"There's a reward of $70,000 -- $70,000 -- for information that will lead to the conviction and arrest of this individual," said Weis. "We've gotta get them off the streets. We will not waver from this."
Bailey's colleagues recalled a dedicated officer whose police career was a huge part of his life.
"He was a very good policeman," said Bailey's colleague Officer Will Godinez. "He was very quiet - a spiritual man to a certain point."
A number of religious leaders were at the ceremony Friday offering their support and urging the community to bring the violence to an end.
Bailey's family are members at Father Michael Pfleger's St. Sabina Church.
"It is unacceptable that killers can shoot in our communities and still go back home and sit down and watch TV and eat at McDonald's like nothing's happened," said Pfleger. "Turn them in."
Supt. Weis said detectives have gotten a lot of tips within the last couple of days and are making progress in their investigation.
Officer Bailey's funeral is scheduled for Friday morning at St. Sabina Church.