The off-duty Dunedin police constable was with her partner Chris McLay and their children, making the most of the scorching weather at the beach on Monday, when other beach-goers spotted a hand in the air beyond the breakers, frantically waving for help.
A young girl and her father were caught in a rip and were being swept out to sea.
"Having children of my own, I was highly tuned to the fact that there was a little girl in trouble out there.
"It all happened so quickly. You just sort of react,'' she said.
"Chris just dropped his gear and took off, and then I thought, hang on, there's two of them out there. So I went out as well.
"The dad was in trouble. He was taking on water and he was starting to go under.''
Const Bailey said her partner got to the father first, so she headed for the girl.
"Once Chris got the father back to land, he [the father] said that he didn't know how much longer he would have survived out there for. So he was very grateful.
"The wee girl, she was a bit stronger than her father, and when I got to her, she sort of wrapped her arms around me.
"She was quite upset at seeing her father in that situation.''
Had the couple not been at the beach, the story might not have had such a happy ending, she said.
Mr McLay is a surfer and Const Bailey, who has been a policewoman for the past eight years, is a keen snorkeler, scuba diver and swimmer.
Yesterday, Const Bailey said she and Mr McLay were only doing what any other caring people would do, and she was wondering what all the fuss was about.
"I was pretty embarrassed to find it was in the newspaper.''
Const Bailey said the girl was a confident swimmer but the father said he was not, and preferred to have his feet firmly planted on the ground.
She left all families with a simple message for the holidays: "Swim to your ability. If you're unsure, choose a beach with flags and surf patrols.''
