Source: Michael Doyle Their Name Liveth For Evermore: The Great War Roll of Honour for Leicestershire and Rutland.
He was the son of Raymond Edmund Bayliss a Stonemason, born 1845 in Gloucester and his wife Harriet, born 1852 in Gloucester. Walter was born in 1887 in Leicester, his siblings were, Raymond, born 1876, Albert, born 1878, George H., born 1880, Willie, born 1882, Frederick, born 1884, and Catherine, born 1889, all his siblings were born in Leicester, in April 1891 the family home was at 16, Wolsey Street, Leicester, this being situated within the Ecclesiastical Parish of St. Leonard. In March 1901 Walter was employed as a Tailor's Apprentice and was residing in the family home at 32, Coral Street, Leicester, this being situated within the Ecclesiastical Parish of Belgrave, St. Michael and All Angels together with his parents and siblings, Albert, Harry, William, Frederick, Catherine and Frank Griffiths Bayliss, born 1894 in Leicester. In April 1911 Walter was employed as a Tailor and was residing with his wife of 3 years, Clara, born 1884 in Leicester together with their children, Leslie Stuart, born 1909 and Constance Mabel, born 1911, both children were born in Leicester, the family home was at 50, Stanley Street, Leicester.