- Was nicknamed Bill by a music teacher after he mastered playing "Won't You Come Home, Bill Bailey" on the guitar.
- Is a talented pianist and guitarist, and has perfect pitch.
- Spent the early eighties touring with a Welsh experimental theatre troupe.
- Won Best Stand-up at the British Comedy Awards in 1999.
- Is a patron of International Animal Rescue.
- Had a newly discovered species of plant named after him in 2010, in recognition of his work in the field of conservation.
- Dax Bailey — Son
- Kristin Bailey — Wife
- Attended University of London, London, England; London College of Music, London, England