Bailly's most famous work is said to be her painting titled Self Portrait, painted in 1917. The painting represents a more avant-garde approach to self-portraits than was normally accepted at her time. The painting incorporates many styles. Her three-quarter-turned pose indicates a traditional self-portrait, while the red, orange and blue hues show Fauve influences. When looking at her arms and hands, the arching lines represent the influence of Italian Futurist art.
