 He died suddenly on his way to the opera, on 25 January 1823.Bayley published a volume of poems in 1803, and, besides contributing occasional verses to periodicals, printed for private circulation, at an early period, several specimens of an epic poem founded on the conquest of Wales, which appeared posthumously in 1824 under the title of ‘Idwal.’ In 1820, under the pseudonym of Giorgione di Castel Chiuso, he published a volume of verse, entitled "Sketches from St George's-in-the-Fields", containing clever and graphic descriptions of various phases of London life and therefore possessing now considerable antiquarian and social interest.A second series appeared in 1821.