When Moussa Diaby signed in the summer, many fans thought that he would take Bailey's spot in the team.
He has had a lot of influence on me and he has brought back my confidence," Bailey told Premier League Productions.
"I never once doubted myself coming here. If you watched me before, people know the quality I have and what I can do on the pitch.
But it's when players are not happy, you can't get the best out of them. Unai has given me that confidence again. When Dean left, it was like, okay I came for this person and now they are gone."
Then another coach came in and it was just like, the relationship wasn't really there, for me. I wasn't feeling confident and had no comfort. We wouldn't have chats to let me feel like I was needed here.
I also felt like I was just another player and I don't like to feel like that because I know what I am capable of and what I can do when I'm on the pitch. I like to have a relationship with my coach. I think I am like that because of my dad - he is always there. He will make sure that he lets you know that I am good and we are very close and he has been there since I was seven.
Once I feel that, I will give my everything for that person. I never felt that before Unai came in, at all. When Unai came in, he gave me that feeling of confidence and comfort, the trust, everything. That's when it changed for me.
At one point, I was not happy at all and I wanted to leave, but when Unai came in everything changed. He has given everything I need and he is the best manager I have worked with. And I think he will be the best manager that I will work with for a long time. I respect him so much that if I don't start a game, it doesn't matter.
I have that much trust in him and I believe in everything he is doing for the team. He has helped me a lot to really get people to see again what I am able to do. He is very important for us. What he has created has been truly remarkable. He is a really good example of a manager to have and the players really like him."