The two-page cover sheets includes tax information for Bailey and his wife.
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The documents show his adjusted gross-income varied greatly over that time period, reporting six figures worth of income some years and a loss of six figures other years.
Bailey's opponent, Governor JB Pritzker, reported an income of more than $5 million in 2020.
Bailey has been renting an apartment the former Hancock building on the Magnificent Mile during the campaign.
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"I want to immerse myself in the culture. You can't deny there's problems here. And if we keep denying there's problems the problems are going to get worse. All this whole entire journey I have immersed myself in the culture of Illinois that I know nothing about," Bailey said.
Pritzker's campaign releasing a statement saying, in part, "despite regularly disparaging the City of Chicago as a hellhole, Bailey seems to have no problem enjoying his high-rise digs on the Magnificent Mile. He is grossly out of touch with Illinois families."
The Sun-Times Media Wire contributed to this report.