Covenanter. Born in Lanarkshire. His father, an Edinburgh merchant, had acquired the estate of Jerviswood in South Lanarkshire in 1636 and the land around Mellerstain in the Scottish Borders in 1642. The young Baillie joined the James Scott, the Duke of Monmouth (1649-85), in London against King Charles II in an attempt to free the Scottish Presbyterian church from Royal interference. He was arrested for his involvement in the Rye House Plot against the King (1683) and tried, then hung, drawn and quartered in Edinburgh. Sections of his corpse were publicly displayed in Edinburgh, Jedburgh, Ayr and Glasgow and Lanark, although the people of the latter gave their part of the body a decent burial.
Baillie's son, George, married Lady Grisel Baillie (1665 - 1746), daughter of Sir Patrick Hume (1665 - 1746), another Covenanter who later became the 1st Earl of Marchmont, and their descendants succeeded as Earl of Haddington in 1858.