When relayed Bailey's comment, his good friend and bullpen-mate Craig Breslow laughed and said, "Who's he threatening?"
While Bailey likes to keep things loose early in the game, he usually makes his voyage from the dugout to the bullpen in the fifth inning to start getting mentally ready. By the seventh or eighth inning, he's another beast.
"I don't think it's that different from most closers that you'll find," Breslow said. "He's got a really aggressive mentality. I've found that most closers are pretty nice guys and pretty laid-back."
Bailey's rise through the Oakland organization has been well-documented. After spending four years at small Wagner College in Staten Island, N.Y., Bailey was picked in the sixth round of the 2006 First-Year Player Draft by Oakland.
After pitching almost exclusively as a starter to begin his professional career, the A's moved Bailey to the bullpen in 2008, where he's since flourished. Bailey made the jump from Double-A Midland to Oakland last season, finishing with American League Rookie of the Year honors after posting 26 saves and a 1.84 ERA.
"He comes in, it's almost automatic," Oakland ace Trevor Cahill said, "to where you leave the game with a lead, it's just like, 'Ah, it's a win.' You don't even think about it. It's definitely something I think we're spoiled with."
If anyone should feel comfortable with Bailey, it's Cahill. The pair of impressive young righties were drafted together in 2006, and teammates for two years in the Minor Leagues before reuniting in Oakland last year. The two are now roommates.
"You could always see with his intensity that he was destined for the bullpen," Cahill said.
As good as Bailey was last year, he's even better this season. Bailey sat out a month with a rib cage muscle strain, but has a 1.50 ERA with 24 saves in 27 opportunities. When leading after eight innings this season, the A's are a perfect 64-0.
"People ask me that, 'How are you a closer in the big leagues?'" Bailey said. "It's just a mindset, the way I play the game. Doesn't mean I have to go about my everyday life of having all types of tattoos or whatever, being a jerk to everyone."
Bailey has also turned in some of the most entertaining outs of the season. Like on May 22, when he struck out then-Giants catcher Bengie Molina to preserve a 1-0 win, or on Saturday, when he struck out David Ortiz to cap a nine-pitch at-bat and a 4-3 victory over Boston.
"I love it. It's awesome, it's something I feed off of," Bailey said of the late-inning pressure. "I don't want to lose. I don't want to have that feeling."