Bailey Park was created by ironmaster Crawshay Bailey who leased Priory Meadow in 1883 and opened it to the public. It was later purchased by Monmouthshire County Council and is a public park.
Abergavenny was a popular holiday resort and a sports day was held at Bailey Park on 8th June 1897 with bicycle and running events. The bicycle races were 1 and 2 mile handicap open races, ½ mile open scratch race and a 2 mile local riders handicap race. Handicap races were very popular at that time and official handicappers frequently attracted much criticism. The old maps from this time show a track in the park.
Bailey Park still exists and is the home of Abergavenny RFC. As part of the Abergavenny Festival of Cycling, Bailey Park played host the 2009 Welsh Schools Grass Track Championships.