Police recruits from the Education and Training Division joined detectives Friday along the Chicago Skyway.
Police received information that the suspect may have run across the interstate after fleeing the crime scene at 74th and Evans.
Officer Bailey was murdered on July 18 in an apparent robbery attempt.
Police hope Friday's systematic grid search will help.
"They walk shoulder to shoulder all the way from the guard rail all the way down to the fence that edges this area, and that way if there's anything in these vines, bushes and everything, we should be able to see it," said Lt. John McMurray, Chicago Police.
The reward for information that leads to an arrest is now nearly $140,000.