A Melbourne win will close the gap in the battle to avoid this year's wooden spoon and increases the chance of the Demons losing the first pick in the November NAB AFL Draft, but Bailey is adamant that finishing last this season is not in his plans.
"It'll be heavily scrutinised because of the importance of the game, absolutely … but this one's got a lot of importance in it, for the fact is, I want to win the game," Bailey said from the Junction Oval on Friday.
"We've got three games to go and I do not want to finish last – I've said that before and I've said that to our board and I've said it to Jim [Stynes] that we're not in the business to lose and Melbourne jumpers go out there to represent the club and I want to win.
"That's the culture that you want to develop, and every week we get a chance to do it."
Bailey said it was imperative his team put in a much better showing this round after a shocker against Geelong last Friday night.
"This is a really important game for us on Saturday. We really were terrible last week – we were really poor – and how we bounce back on Saturday is going to tell us a story, I think, on how far our young players have come, [and] all of our players who have represented the club this year," he said.
"We're there to win on Saturday. We're a club that was poor last week and we're on show again on Saturday. Our members and supporters would've been very disappointed in the lack of effort last week. They want to see effort.
"They want us to be competitive for long periods of the game and we need to do that – the rest of the stuff is irrelevant and I don't talk about it [tanking] and don't discuss it, so it just doesn't bother me."
With Melbourne entering the match as favourites, Bailey was asked what he thought of a Western Australian punter backing Melbourne significantly to win.
"If the person in Perth's prepared to punt [on] us, then hopefully he's part of a large company who can then get involved and be a long-term major supporter of the Melbourne Football Club – that'd be really good," Bailey said.
"I'm not a betting man, but it's interesting someone over in Perth has put some money on us."
Bailey said the Melbourne fans' support could not be underestimated.
"They're very, very loud and very, very vocal, which is fantastic for us. Anyone who has been to the games where we've been competitive, the crowds have been another element for us," Bailey said.
"It's that extra 5 per cent or that extra morale on the ground from the crowd that you can really work off, and we need their support to come out and believe that they're involved. That's really important for us.
"Players really get excited about playing in front of our members and our supporters, so we really need their support this weekend on Saturday."