The Republican lawmaker said in a statement: “Let’s move on and celebrate the independence of this nation,” reported The Daily Beast.
“We have got to get corruption and evil out of our government.”
Mr Bailey is being backed by former president Donald Trump in the race for Illinois governor.
Mr Bailey who was speaking on a Facebook live from Skokie, a village around 20 minutes from Highland Park where the shooting took place, also praised law enforcement officials.
“They’ve done an amazing job. There’s a lot of confusion and frustration that the parade’s being cancelled but they did the right thing because people’s safety has got to come first,” he was quoted as saying by Vice.
Mr Bailey ended his condolence prayers with a call for celebrations again.
“Bless us and protect us as we go about our day celebrating the most amazing country,” he said.
On Monday morning gunfire erupted at a fourth of July parade in downtown Highland Park around 10 minutes after Independence Day celebrations kicked off.
Police have named Robert Crimo as a person of interest in the shooting.
After facing backlash for his comments, Mr Bailey issued an apology.
“I apologise if in any way we diminished the pain being felt across our state today,” he said through a spokesperson to The Daily Beast.
“I hope we can all come together in prayer and action to address rampant crime and mental heath issues to make sure these horrific tragedies don’t happen again.”
Meanwhile, incumbent Illinois governor JB Pritzker highlighted the need for stricter gun laws after the shooting.
“Yes, I’m angry. We as a nation deserve better. Let us pray for the injured and those who are still in the hospital tonight. And may the memory of those we lost today be a blessing and a call to action,” he was quoted as saying to reporters.