Trump, speaking to reporters in Ireland as he prepared to depart, criticized Pritzker as a "disaster as a Governor" and offered praise for Bailey.
"Well I like the candidate from Illinois, he's a good man," Trump said. "I've already endorsed him: I'm all for Bailey."
Bailey said the late-night endorsement caught him unaware.
"I was woken last night by my phone ringing many times, letting me know that," he said.
Bailey welcomed the support but argued the race hinges on state issues.
"Who wouldn't from the president of the United States? But Craig, here's what we got to understand: This race for governor is not about this endorsement. This race for governor is about fixing what JB Pritzker has broken for eight years," Bailey said.
Pritzker quickly seized on the development, noting it was Trump's third endorsement of Bailey.
"Darren Bailey doesn't want you to think that he's a Donald Trump acolyte, but he is. And he can't run away from his past, and so I think that's going to haunt him," Pritzker said.
He pointed to Trump-era immigration enforcement, including "Operation Midway Blitz," launched a year ago, as unpopular in Illinois.
"Well, people are still afraid. They know that ICE hasn't gone completely away. They may have diminished their presence, but people are still being detained," Pritzker said.
Bailey said enforcement should focus on violent offenders.
"Needs to be 100% going after the violent offenders that are here. That's who we need to be going after right now," he said.
Both candidates also addressed concerns over data centers, which have drawn scrutiny since Pritzker paused tax credits last May while pushing for new regulations.
"I've told the legislature, 'you've got to come back in November and pass the Power Act, or come back in January and get it passed,'" Pritzker said.
Bailey said he supports stronger safeguards. He said data centers should be "built responsibly," with community approval, their own energy supply and without "causing any kind of interference to our water supply."
The candidates also weighed in on the Chicago Bears' stadium search, including Indiana Gov. Mike Braun's offer to build a stadium for the team in Hammond. Pritzker accused Braun of political maneuvering.
"He thinks he can raise his popularity to do it, and he's putting the burden on Democratic parts of the state of Indiana to raise taxes, right? Sales taxes and tolls in that area of the state," he said.
Asked whether politics are preventing Illinois from keeping the Bears, Bailey replied, "No, I think it's failed leadership."
Bailey continues to accuse Pritzker of eyeing a 2028 presidential run; though Pritzker is polling at about 3 percent among potential candidates in various recent surveys.
Pritzker said his national travel has no bearing on what comes after November. That, he said, is about helping elect Democrats.