According to E. Rossoni and F. Miranda, Baio is a surname with multiple independent origins, meaning that different family branches may have developed separately in various regions of Italy.

One of the main hypotheses links the Sicilian surname to the Spanish word bajo (“short” or “low”), used as a nickname referring to the physical stature of an ancestor. Another possible origin connects the Piedmontese branch to the place name Baio Dora in the province of Turin, while a Lombard branch may derive from the term baglio.

Both authors also associate the surname with the Italian word baio, from the Latin badius, which described the reddish-brown or chestnut color typical of certain horses and cattle. In this interpretation, the surname may have originated as a nickname referring to a person with reddish hair, a chestnut-colored beard, or other physical traits associated with that color.

F. Miranda additionally mentions a more traditional and legendary hypothesis linking the Sicilian surname to Bajos, a companion of Aeneas in classical tradition, whose name was associated with places in southern Italy. E. Rossoni also notes the possibility of an independent Venetian branch of native origin.

Overall, Baio is a surname with several possible origins, including descriptive nicknames, place names, and regional linguistic influences, with the most common interpretations relating either to physical characteristics or to local geographical origins.