In the seventh over of Pune's reply, Delhi paceman Coulter-Nile, who made his Australia Twenty20 debut under Bailey in 2013, banged in a short delivery that deflected off his former skipper's top-edge and smashed into the grille of the helmet.
The violent impact caused the tumbling headgear to partially disintegrate as it rolled wide of the stumps.
"I think those watching on TV would get a better picture of it than I do, because what I sort of remember is me getting hit on the face with a truck that was pretty quick," Bailey said after his team's 19-run victory.
"But, I was pretty glad to have one of those new helmets on."
Last week, Cricket Australia decided to make it compulsory for players to wear helmets against pacemen following a review into the death of test batsman Phillip Hughes, who died in November 2014 after being hit in the head by a bouncer.
Coulter-Nile was seen apologising to his former captain while Delhi fielders also inquired about Bailey's condition.
"A couple of them were disappointed that the helmet hadn't rolled on to the stumps," Bailey said with a smile.
"But, most people were just checking on me and how I was."
(Reporting by Amlan Chakraborty in New Delhi; Editing by John O'Brien)
