Bailly, 27, won the Europa League with the Reds in 2017 and the Reds meet Roma in the first leg of the semi-final of this year’s competition at Old Trafford on Thursday.
“For me, it’s the dream to be here,” he added.
“Now it’s my fifth season and I hope to be here a long time.
“We are in a good position. We have the Europa League and we are second in the league and that is very good. We hope we can win this trophy [Europa League] – it is very important for us and for the fans and for the season. We want to finish well in the Premier League as well, I’m sure we will.