Speaking to about 50 people at Shooting Sports, he said he's ready to take on both the Republican and Democratic establishments.
"It's very important to understand that we are not a campaign. We are a grassroots movement. And we are here to give every forgotten community in Illinois a voice. The elites and their checkbooks have created this mess and it's time for working people like us to stand and fight back."
He urged the crowd to get involved, by volunteering to be a poll watcher, election judge, and precinct committeeman.
"Friends we were once the economic engine of the Midwest. When we win and when we fire J.B. Pritzker, we will be again. We will get our state's economy running and growing like it never was before."
He is one of five Republicans on the June primary ballot, with the winner challenging Democratic governor JB Pritzker in November.
On Tuesday, Bailey began a five-day, 20 stop bus tour of Illinois.