Bailey lost his own wicket in the following over as Australia fell to a 159-run flogging and immediately questioned Warner in the dressing room why he had opted to walk.
"He said 'I wasn't that confident in what you had said' and I said 'well I'm not really sure what you're after Davey, but I can't be any more explicit than saying go for it."'
However, Bailey played down the role of the non-striker in DRS referrals, arguing the dismissed batsman is always best placed to determine their fate.
"More often than not I reckon you know," Bailey said.
"Quite often those discussions with the bloke at the other end, you're sort of hoping for a miracle.
"But I think in his case it was him just going with his gut," he said.
Australian captain Steve Smith also questioned why the decision wasn't sent upstairs by Warner.
"It wasn't a great non-referral," Smith said on Wednesday after the loss.
"I thought he must have hit it when I saw it live because Brendon McCullum caught it.
"I'm not really sure of the conversation those two had just yet. I'll find out once I get back into the sheds."
-AAP