The statement said that Bailey's son, Zachary; his wife, Kelsey; and their two young children, 12-year-old Vada Rose and 7-year-old Samuel, were killed in the helicopter crash in Montana. A third child, 10-year-old Finn, was not in the helicopter and is safe, the statement said.
For unknown reasons, he had stayed behind with Bailey's business partner.
"Darren and Cindy are heartbroken by this unimaginable loss," the statement said. "They are finding comfort in their faith, their family, and the prayers of so many who love and care for them. The Baileys deeply appreciate the kindness and support they have received and ask for privacy as they grieve and hold their loved ones close during this difficult time."
The National Transportation Safety Board said it was investigating the cause of the Wednesday crash of a Robinson Helicopters R66 in Ekalaka, Montana.
The red helicopter belonging to Zachary Bailey's company, Guardian Aero, went down shortly after 7 p.m. with four people on board.
Darren Bailey was at a political event in Iowa Wednesday night when he got the tragic news. He and his wife, Cindy, then drove straight to Montana.
Bailey, who is currently running to unseat Gov. JB Pritzker in 2026, previously ran for the post in 2022. He also served as a state senator and state representative.
Cook County Republican Chairman and Bailey's running mate Aaron Del Mar said Bailey's son, Zachary, was piloting the helicopter when it went down.
"No one's getting any sleep," Del Mar said. "No one's gotten any sleep. I am a father of six children, and I couldn't imagine this happening in my family."
Del Mar says he first got the call about the tragedy after 9 p.m. Wednesday.
"It was bone-crushing, heartbreaking news and having to talk to Darren about that was incredibly challenging," Del mar said. "Bailey is a devout Christian; his whole family is. The prayers we are hearing from across the state, and in some cases across the country, are heartfelt. The Baileys and our campaign are very devastated right now."
Del Mar said Bailey's oldest son, Zachary, who lives downstate in Effingham, was in southeast Montana on a trip connected to the family farming business.
He said Zachary was licensed with at least a decade of experience, and frequently flew the family around for campaign events, including the gubernatorial campaign launch in September.
He also used the helicopter for farming.
"You know, Darren, when I spoke with him yesterday, you know, several times, was very stoic. Cindy was, as you can imagine, emotional, and just beside herself. But I know they're leaning on their faith," Del Mar said.
Illinois GOP Chair Kathy Salvi also wrote in part, "The Illinois Republican Party is lifting-up the Bailey family, their friends and community in prayer...Please join us in keeping the Bailey family in our thoughts and prayers during this unimaginable time."
And in an emotional moment from across the aisle, Pritzker reflected on the loss Thursday morning.
"I cannot imagine losing a child, losing two grandchildren and what they must be going through," Pritzker said. "We're devastated by it. This is not a time for politics. This is a time to recognize that losing a child is one of the hardest thing ever."
Del Mar said it's still way too early to know if the loss will have any sort of impact on Bailey's bid for governor next year.
He said they aren't even talking politics right now and are just focused on taking care of the family.
Rhonda Belford is a Republican National committeewoman from southern Illinois, who has known Darren and Cindy Bailey for years.
"We talk often about faith, and that's what's going to get them through this period of time. I don't know how anybody who doesn't have faith, and a faith and a hope beyond this veils of tears gets by. And that's what's truly going to see them through," Belford said.
She says the southern Illinois community where they're from will rally around them in this tragic moment.
"It's jolting to the system, not only to theirs, but to all of us. So we want them to know how much we love and care for them at this special time," Belford said. "Words don't mean much, you know, but we know where our true comfort comes from, and it comes from above."
A waitress in Ekalaka who served Zachary Bailey and his family breakfast Wednesday morning described them as very nice and appreciative with the happiest smiles she'd ever seen at 6:30 a.m.
Darren Bailey and his wife Cindy are expected to remain in Montana until next week.