England had won all nine of their previous Tests against the Tigers but lost 10 wickets in the final session on day three in Dhaka to crash to a 108-run defeat as the series finished all-square with one win apiece.
The challenge of a five-Test series against world-best India looms large on the horizon and even England captain Alastair Cook admitted they would be “pretty heavy underdogs”.
Their batsmen were consistently troubled by Bangladesh’s spinners, who comfortably outperformed their England counterparts, with 19-year-old Mehedi Hasan taking 19 wickets in his first Test series.
While Bayliss is not underestimating the threat posed by India, he remains optimistic England can bounce back, having responded well to defeats in the past.
The England head coach said: “It’s going to be difficult, that’s for sure. We’re going to have play some very good cricket but we’ve got that in us.
“We’ve shown in previous series we’ve been able to come back after losses and win. We’ve got to dig deep and be able to play a very good team playing in their home conditions.”
Bayliss admitted there is “still a bit of a question mark” over a few places in the side, with Gary Ballance under considerable pressure after four-single figure scores.
The Yorkshireman was retained despite averaging under 30 in four Tests against Pakistan on his return to the side over the summer and failed to justify the faith shown in him as he was undone by Bangladesh’s spinners.
Bayliss added: “I’m sure he’s more disappointed than anyone else.
“He’s a guy that practises very hard, is very intense and he wants to do well so badly. That’ll be a discussion point, I’m sure.
“We’ve got two or three options in the batting but also in the bowling as well, so there will have to be some soul-searching in the next few days.
“Cook and I will sit down in the next two, three or four days and discuss that. Some have cemented a spot and others there’s still a bit of a question mark over.”
In Sharjah, opener Kraigg Brathwaite led the West Indian fightback on day two of the third Test against Pakistan.
Responding to Pakistan’s 281 all out, the Caribbean side were in dire straits at 68 for four, but Brathwaite stood firm at the top of the innings to make an unbeaten 95.
The West Indies finished on 244 for six, with Brathwaite on the brink of his fifth Test hundred and captain Jason Holder in support.
Amir was the pick of the bowlers with two for 44 and also ended a record wait for his first catch in Test cricket, holding on to dismiss Bravo in his 20th match.