At the same time, Bailey has been amazed by the strength he's seen from the Sandy Hook Elementary School community. He's seen interviews with the parents on CNN, he's read the stories. He and bullpen-mate Craig Breslow both live in Connecticut, not far from Newtown, and both want to help however they can.
"I think it's great that there's so much support around to lean on," Bailey said. "Just kind of looking around my house, with the baby toys all over the place, it's eerie to just say, 'What if something like that happened, and what are you supposed to do? Just clean up all the toys and forget about it?' It's got to be so painful."
Bailey was working out during the shooting. He arrived home at around 1:30 p.m., turned on the television, "and it was just, 'Oh my God.' "
Breslow grew up 20 minutes away from Newtown, in Trumbull. He was at his parents' house when the news broke.
"You hear about these things, and you think about how awful they are, but then you think about the fact that these are babies," Breslow said. "Six-year-old kids. And you see the pictures. There's such an innocence that's lost. I don't think we've ever seen anything like this before, and you pray that you never will have to again."
Breslow's connections to Newtown and its families are everywhere. His parents are retired teachers, and his sister is a middle school guidance counselor. His fiancee has teachers in her family, too.
This past weekend, Breslow planned to visit memorials in Newtown in his first trip to the area since the tragedy. Almost a year ago, he spoke to third graders at Mill Ridge Primary School in Danbury -- barely 15 minutes from Sandy Hook.
"I think this is probably something where I feel a personal connection, growing up in Connecticut," he said. "I played against Newtown High School in baseball when I was in high school in a state tournament -- played against the different Newtown youth programs, baseball and soccer. Having friends that grew up in that town, some of the people that I've met even through [my foundation] Strike 3 live in that community, I'm very familiar with the town. I know a lot people in it and a lot of people who were affected."
Both Bailey and Breslow have made donations to the United Way of Western Connecticut, and they've had preliminary discussions with Major League Baseball and the Red Sox about future ways to help, too.
Raised in New Jersey, Bailey moved to Connecticut three offseasons ago and lives a little farther from Newtown than Breslow does, about 40 minutes away in a different county. Even if he hadn't moved to Connecticut, he'd be involved: The emotions drawn from that day extend so far beyond geography.
In that vein, both men said that the importance of baseball, their celebrity and fandom slink away. The Red Sox pride themselves on being New England's team, but sport's not what matters now.
"I read a story where Derek Jeter reached out to one of the victim's families," Bailey said. "That's great, I think."
Without passing judgment on those who went a different route, Breslow purposely stayed away from Twitter in the immediate aftermath.
"I'm so meaningless in the scheme of what has happened here that I don't want anybody to read what I'm writing right now," he said. "Our thoughts should be consumed by the victims and the families of the victims."
The two relievers agreed that the gravity of Sandy Hook was unlike anything they'd ever seen. Both want positive, meaningful change to be born out of the sadness. Bailey was encouraged by President Obama's speech, and he hopes that politics can be put aside in favor of safer schools.
"It's not the kind of event or tragedy that you look at it and say, 'It will never happen here,' because it can happen to us," Breslow said. "It can happen anywhere. And that's obviously pretty frightening. I think that any time something, a tragedy of this magnitude, such an unspeakable evil, occurs, people are kind of struck differently. ... There's nothing I can say right now, there's really nothing anyone can say right now that's going to have any kind of real impact. But you hope that the outpouring of support, in some small way, just offers something."
Like everyone else, Bailey and Breslow lived and relive the day through their own prism. In the coming years, Bailey will leave daughter Theodora at school, maybe at a school in Connecticut not too dissimilar from Sandy Hook. Breslow someday may do the same.
"I can only imagine dropping her off at school, planning on picking up her up ... " Bailey said. "I can't imagine what those families are going through."