Bailey was born in London on 13 January 1970 and brought up in Ruislip. His father was an engineer. His wife, Princess Marie-Therese of Hohenberg, is a great-granddaughter of Archduke Franz Ferdinand of Austria. They have one son, Maximilian, born in 2010. In November 2016, the British newspaper the Mail on Sunday reported Princess Marie-Therese had initiated divorce proceedings.
Bailey is chairman of Anthony Bailey Consulting, a public affairs company. Previous positions include chairman of his own company Eligo International, and senior account director for communications firm Burson-Marsteller, which he joined in 1993. Eligo Consulting was dissolved in January 2016 with their final accounts showing funds of -£85,000. Anthony Bailey Consulting did not trade until 2016, and in accounts posted that year showed liabilities of more than £40,000.
Bailey is a member of the Chartered Institute of Public Relations.
In 2007 The Observer referred to Bailey as a "PR guru who is one of the most influential men you have never heard of" and "a key player in the world of Catholic and Middle East politics."
Bailey is co-president of British Influence and a supporter of Britain's membership of the European Union and the Commonwealth. He was a supporter of the Conservative Party until 1999 from which time he aligned himself with the Labour Party. He made a substantial donation to the failed leadership campaign of David Miliband in 2010.
In the 1990s, Bailey "revived" (according to the Mail on Sunday) the Delegation for Great Britain and Ireland of the Sacred Military Constantinian Order of Saint George, under the authority of Prince Carlo, Duke of Castro, since the death of his father in 2008 a claimant to the title of a kingdom that ceased to exist in 1860. In 2009 Bailey was appointed its magistral delegate, and the organisation has awarded him other honours. The longstanding version of the Constantinian Order under another claimant, Prince Pedro, Duke of Calabria has no connection with Bailey, his business activities, or the order of which he is described as “delegate”, and Bailey has never been an officer or member of the longstanding version of the Order.
Bailey was appointed in 1999 as executive chairman to the now dissolved Painting & Patronage by Prince Khalid Al-Faisal of Saudi Arabia. In 2012, Bailey was a director of the United Learning Trust. He was, until 2016, a director of St Mary's University.
In 1995 police recorded his telephone conversations with a client, who claimed to be a Libyan prince. Bailey was accused of blackmailing the client, but the case was dismissed before it got to court. Bailey complained to the Press Complaints Commission about the way this was reported in the Daily Mail in 2010; in resolution, the PCC negotiated a statement from the Mail that it had omitted some details in reporting these circumstances, and that it apologised for any distress caused.
Bailey claimed to be Ambassador-at-Large for The Gambia between 2004 and 2007, though the Gambian High Commission in London said at the time that it had "no idea who he was".
According to the Prime Minister of Grenada, Keith Mitchell, Bailey asked to be made the country's ambassador to the Holy See, which Mitchell rejected.
In 2005 it emerged that a £500,000 donation Bailey had made to the Labour party had been rejected by its chief fundraiser, Lord Levy, who allegedly feared the money had come from foreign businessmen. Bailey insisted the money was his own and issued legal proceedings. He later said: "The Labour party has apologised unreservedly for any distress that the affair caused". A subsequent donation of £50,000 was accepted.
In May 2016, the British tabloid The Mail on Sunday reported that Bailey was accused of incorrectly using an Antiguan knighthood as if it were a British title. Friends of Bailey contested the claim, stating that the honorific "Sir" appeared in his passport. Buckingham Palace denied Bailey's assertion that he is entitled to call himself "Sir" in the United Kingdom in reference to his Antiguan knighthood. A protocol from Buckingham Palace and the Foreign Office preventing the usage of foreign knighthoods in the United Kingdom was published in The London Gazette of 1 June 2016, re-affirming a long-standing government policy dating back to 1813.
Bailey also stated that he had Antiguan citizenship on the basis of his Antiguan passport, issued when he was appointed as their special economic envoy to the European Union in 2015. The Antiguan government did confirm that Bailey’s passport inaccurately stated that he is a national of Antigua and Barbuda. However, Bailey was never granted Antiguan citizenship, whether by investment or otherwise. The British firm that prints the passports apparently assumed that anyone to be issued an Antigua and Barbuda passport would be a national of that country, and they were not informed that this did not apply to Bailey. Bailey's Antiguan knighthood and his appointment as an economic envoy subsequently became subject to review by the Antiguan Governor General.
Following the Antiguan knighthood controversy, there were calls for a Grenadian knighthood he was bestowed in 2015 to be examined. Following an investigation by The Mail on Sunday, a review by the government was conducted and after taking legal advice, the knighthood was rescinded in August 2016. In December 2016 Private Eye reported that Bailey's lawyers were issuing legal warning letters to any Caribbean local newspapers which had reported on the knighthood controversies. Antigua and Barbuda: Honorary Knight Grand Cross of the Order of the Nation (KGCN) (2014) Awarded as part of a reciprocal exchange of honours.
Albania: First Class Grade of the Order of Skanderbeg (2013)
Bulgaria: First Class Grade of the Order of the Madara Horseman (2007)
Colombia: Grand Officer of the Order of San Carlos (2013) Awarded in an exchange of honours between the Constantinian Order and Colombian government.
Holy See: Knight Grand Cross of the Pontifical Order of Saint Sylvester (GCSS) by Pope Benedict XVI in July 2009; having earlier been conferred the rank of Knight Commander (KCSS) by decree of Pope John Paul II in 2004
Hungary: Officer's Cross of the Order of Merit of the Republic of Hungary (2013)
Montenegro: First Class Grade of the Order of the Montenegrin Flag (2010)
Morocco: Knight Commander of the Royal Order of Al-Alaoui / Ouissam Alaouite, for services to Moroccan-British relations (2004)
Panama: Grand Officer of the Order of Manuel Amador Guerrero (2004)
Portugal: Knight Commander with Star of the Order of Infante Dom Henrique (ComIH) (2005)
Syria: 1st Class of the Syrian Order of Outstanding Merit (2003). Awarded as part of an exchange of honours.
United Kingdom: Officer of the Order of the British Empire (OBE) (2008), in the 2008 Queen's Birthday Honours List, for his services to inter-religious relations and charity
House of Bourbon-Two Sicilies (Franco-Neapolitan branch): Knight Grand Cross of the Royal Order of Francis I (GCFO) (2004); Knight Grand Cross of Merit (GCMCO, 2012) and Gold Benemerenti medal recipient (2006) of the Sacred Military Constantinian Order of Saint George.
Kosovo: Mother Teresa Humanitarian Presidential Medal (2014) by Atifete Jahjaga, then President of Kosovo, "awarded to personalities who have helped in humanitarian issues in Kosovo"
Slovakia: Medal of The President of the Slovak Republic (2016 awarded for his 'longstanding contribution to furthering British-Slovak relations)
United Kingdom: Sternberg Interfaith Gold Medallion "in recognition of Anthony Bailey's many years of endeavour and exceptional contribution to the improvement of understanding between the faiths in Britain and across the world" (2012)
United Kingdom: Honorary Fellowship of the College of Teachers (HonFCollT) (2014) in recognition of his services to education
"How do we tell the real story?", pp. 61–69 in Having Faith in Foreign Policy, London, (2007)