That is until he saw the ball settle into the center fielder's glove just in front of the wall.
Bailey retired Nick Swisher on a nearly 385-foot out with the bases loaded after Oakland blew a late six-run lead, barely preserving the Athletics' 6-5 victory over the New York Yankees on Tuesday night.
"The way I saw Coco running at it, he usually takes that run when he has to rob something so I wasn't too happy about it," Bailey said. "But then I saw it fall short. Big sigh of relief."
Derek Jeter had three hits, tying Rod Carew for 22nd place all-time with 3,053. But Brandon McCarthy stifled the rest of a New York lineup that was again missing Alex Rodriguez into the eighth inning.
A-Rod returned from knee surgery for his first game since July 7 on Sunday and sprained his thumb fielding a ball against the Twins. X-rays Tuesday were negative and he is day to day.
"It wasn't what I wanted to hear today," Yankees manager Joe Girardi said. "Hopefully it gets a lot better by tomorrow."
Brandon Allen hit two tape-measure homers, Eric Sogard connected for one that barely cleared the wall and McCarthy ran the A's stretch of superb pitching into the eighth before allowing a two-out, three-run homer to Swisher that lifted a quiet crowd.
The three runs were one more than Oakland had given up in the previous three games combined.
The Yankees rallied for two more in the ninth against Bailey.
Bailey gave up a homer to Jorge Posada to open the inning and Russell Martin doubled. Brett Gardner reached on an error by third baseman Scott Sizemore, who entered as a pinch-hitter in the seventh, and Curtis Granderson walked to load the bases after Jeter sacrificed the runners over.
An out later, Robinson Cano walked on what appeared to be strike 3 to make it 6-5.
"I thought it was a strike but I can't let it get to that point," Bailey said. "Adrenalin has the best of you in that situation and you got to keep your cool and go get the next guy."
Swisher then hit a fly that gave A's manager Bob Melvin a scare.
"You've got to will it down," Melvin said.
Bailey secured his ninth save in nine chances since the All-Star break and 17th overall, but he given up at least a run for the fourth time in six appearances.
McCarthy (7-6) gave up eight hits and struck out six in 7 2/3 innings, improving to 6-1 in eight starts since the All-Star break.
"0-1, 0-2, every single at-bat," New York's Mark Teixeira said. "His location is what put us off balance."
Engineers gave Yankee Stadium a clean bill of health after an earthquake in Virginia shook much of the East Coast, and 47,343 fans saw the A's improve to 2-5 against New York this season.
The A's came in having hit 81 home runs, tied for second-fewest in the American League, but they did most of their damage with the long ball Tuesday.
With one out in the second inning, Allen crushed a drive off Bartolo Colon (8-8) into the third deck, only the second ball to reach that height at the new Yankee Stadium, which opened in 2009. Seattle's Russell Branyan did it in August last year.
In the eighth, Allen hit a line shot off Hector Noesi into the second deck in right after striking in his two previous at-bats.
"I don't look at 'em, I just run around the bases," Allen said. "Act like you've done it before."
It was Allen's first two homers with the A's and first multihomer game of his career. Three of his five hits with Arizona were home runs before he was sent to Oakland in a July 31 trade.
Sogard connected in the third for the type of drive that frustrates many opposing teams in the Bronx, a flyball that barely cleared the wall in right, 314 feet from home plate. It was his first big league homer.
Colon gave up five runs for the second straight start. He got the loss in Kansas City on Wednesday and has not won since July 30, a span of four starts.
Starting with July 9, the day he reached 3,000 hits, Jeter is batting .367 (55 for 150). ... The A's traded 3B Kevin Kouzmanoff and cash to Colorado for a player or cash. Kouzmanoff, who has 82 homers and 345 RBIs in six big league seasons, was playing with Triple-A Sacramento since being demoted June 6. He was hitting .221 with four homers and 17 RBIs with Oakland in 46 games. When asked about the move, manager Bob Melvin said he hadn't heard the news. ... CC Sabathia (17-7) faces Trevor Cahill (9-12) Wednesday. With a win Sabathia would become the fifth Yankees pitcher to win 18 games in three or more consecutive seasons and first since Vic Raschi did it in four straight from 1948-51. He will also be the first pitcher to do it in his first three seasons with the club since Jack Chesboro in 1903-06, the franchise's first four seasons in New York.