On August 2, 1999, Bailey married Rory Kennedy, the eleventh and youngest child of former United States senator and attorney general Robert F. Kennedy. Their wedding was originally scheduled for July 17, 1999, but was postponed following the plane crash which killed Rory's cousin, John F. Kennedy Jr. and his wife and sister-in-law. Together they have three children: Georgia Elizabeth Kennedy-Bailey, born September 30, 2002; Bridget Katherine Kennedy-Bailey, born July 4, 2004; and Zachary Corkland Kennedy-Bailey, born July 16, 2007. In 2013 the family moved from Brooklyn, New York, to the Point Dume neighborhood of Malibu, California. Many of the films Bailey wrote were directed and/or produced by Kennedy, a cofounder (with Liz Garbus) of Moxie Firecracker Films. The company's documentaries "cover human rights issues, broader social ills, and extraordinary individuals who have greatly influenced their era."