"It all happened so quickly. You just sort of react.
"Chris just dropped his gear and took off, and then I thought, hang on, there's two of them out there. So I went out as well.
"The dad was in trouble. He was taking on water and he was starting to go under."
Ms Bailey said Mr McLay got to the father first, so she headed for the girl.
"Once Chris got the father back to land, he [the father] said that he didn't know how much longer he would have survived out there for. So he was very grateful.
The wee girl, she was a bit stronger than her father, and when I got to her, she sort of wrapped her arms around me.
"She was quite upset at seeing her father in that situation."
The dad was in trouble. He was taking on water and he was starting to go under.
Had the couple not been at the beach, the story might have had a less happy ending.
Mr McLay is a surfer and Ms Bailey, who has been a police officer for the past eight years, is a keen snorkeller, scuba diver and swimmer.
Ms Bailey said she and Mr McLay were only doing what any other caring people would do, and she was wondering what all the fuss was about.
She said the girl was a confident swimmer, but the father said he was not, and preferred to have his feet firmly planted on the ground.
Ms Bailey left all beachgoers with a simple message for the holidays: "Swim to your ability. If you're unsure, choose a beach with flags and surf patrols." Otago Daily Times