In 1644, Baillie marched into England with the Army of the Covenant. He commanded the Scottish infantry at the Battle of Marston Moor. In 1645, he commanded the detachment sent from Alexander Leslie, 1st Earl of Leven's army against James Graham, 1st Marquess of Montrose. On his arrival in Scotland, Baillie successfully manoeuvred to prevent Montrose from marching south. In April, he almost caught up with Montrose at Dundee but Montrose succeeded in escaping into the Highlands. Baillie then split his forces, planning to trap Montrose between his own troops and a detachment commanded by Sir John Hurry. However, Montrose decisively defeated Hurry at the Battle of Auldearn in May 1645; two months later he defeated Baillie himself at the Battle of Alford. After this defeat, Baillie tendered hi