Bailey says Bayern came in for him when he was with Bayer Leverksen.
He recalled to the Let's Be Honest podcast: "We made a few mistakes on our way.
"We could also have had a big change to FC Bayern. Bavaria came to my house to do the paperwork and stuff, but Leverkusen would never have let me go.
"That was in my first season. They wanted me, but Leverkusen didn't answer them because they thought next year would be our year.
"They wanted to keep me on their team, so it never happened.“