The statement said that their son Zachary, his wife Kelsey, and their two young children, 12-year-old Vada Rose, 7-year-old Samuel, were killed in the helicopter crash in Montana. A third child was not in the helicopter and is safe, the statement said.
"Darren and Cindy are heartbroken by this unimaginable loss," the statement said. "They are finding comfort in their faith, their family, and the prayers of so many who love and care for them. The Baileys deeply appreciate the kindness and support they have received and ask for privacy as they grieve and hold their loved ones close during this difficult time."
Police said the crash occurred Wednesday in Ekalaka, Montana.
Bailey, who is currently running to unseat Governor JB Pritzker in 2026, previously ran for the post in 2022.
He also served as a state senator and state representative.
The circumstances of the helicopter crash are still unclear.