The Bailey household was very religious; Rose and his family attended a Pentecostal church, where he was required to attend services three to eight times per week and even taught Sunday school.
Familia Bailey era foarte religioasă; alături de aceasta, Rose urma biserica penticostală, unde era necesar să participe la slujbe de la trei până la opt ori pe săptămână și chiar să urmeze școala duminicală.