Lock died, aged 58, from cancer in August this year.
Sharing a photograph of him and Lock, who had been friends for nearly 30 years, Bailey tweeted: “Hello everyone hope you’re having a good day. Today I’m thinking about my old pal Sean Lock, and his family. And I’m sending out good thoughts to all those of you who are missing someone today.”
Lock, known for his surreal content and deadpan style, had starred as a team captain on Jimmy Carr’s Channel 4 comedy panel show 8 Out Of 10 Cats, and spin-off 8 Out Of 10 Cats Does Countdown.
One of his first professional TV appearances was in 1993, starring alongside Rob Newman and David Baddiel on their signature TV show Newman And Baddiel In Pieces.
He script-edited the 1998 BBC Two series, Is It Bill Bailey? and had his own show on BBC Radio 4 called 15 Minutes Of Misery, which was later expanded into TV series 15 Storeys High.
Strictly winner Bailey previously said of Lock, in a piece written for The Guardian, that he had “that rare knack of truly great comics to be able to take audiences with him on ever more tortuous and often quite dark routes, yet such was the warmth of his personality and easy manner that crowds happily followed along, and his reputation grew”.
Bailey wrote: “I will remember a kind, generous and loyal friend who I loved dearly, and feel a great sadness at his loss.
“He leaves a wife, Anoushka, and their three children, his sister Kate and his brothers Paul and Pete.
“And he leaves us all a wonderful comic legacy and – for me and those lucky enough to have known him – some cherished memories and unforgettable nights of laughter.”
A statement announcing Lock’s death in August, from his agent Off The Kerb Productions, said Lock had “died at home from cancer, surrounded by his family”.
It added: “Sean was one of Britain’s finest comedians, his boundless creativity, lightning wit and the absurdist brilliance of his work, marked him out as a unique voice in British comedy. Sean was also a cherished husband and father to three children.
“Sean will be sorely missed by all that knew him.”