|Book(s)|| A Feast for Crows (appears)|
A Dance with Dragons (mentioned)
A Feast for Crows
Bayard was named by Taena of Myr as being among the group of young knights who gave their attentions to Queen Margaery Tyrell. Queen Cersei had an arrest warrant signed for Bayard as part of her plans to remove Margaery. He was sent to the dungeons after his arrest.
A Dance with Dragons
Ser Bayard is being held with the rest of Margaery's falsely accused lovers in a dungeon under the charge of Qyburn.