The Australian, who has said he will not seek a new contract when his current deal expires in 2019, has struggled to make an impact in the Test arena during his two years in charge.
Bayliss's announcement caught some off guard but Morgan responded in typically bolshy fashion when asked if he was one of them.
For England, the baton has been handed over to ODI skipper Eoin Morgan and the recognisable absentee from the group is Ben Stokes.
OK, the tongue may be firmly in cheek here, and it is Twenty20 cricket that we Test lovers really should be anxious about, but that should not hide any kernels of truth, with this part of the winter always representing England's likeliest prospect of success.
This week the vice-captain, Jos Buttler, praised Bayliss for liberating England.
However, he has made great strides with the white ball, and Morgan said: "He has been brilliant for us".
England rebranded their limited-overs game dramatically since they were last one these shores, the abject 2015 World Cup campaign which exposed some outdated ideas and became a watershed moment for the team.
'He ticks all the boxes for what we need at this stage'.
"This time next year we need to be in a good enough space to be contenders for the World Cup", said the Dubliner on the eve of the five-match series".
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"We've got to go to New Zealand and take what we've learned from here and try and be better in that series". The best way to address it is to be on the front foot.
One luxury afforded to Morgan is clarity on Ben Stokes.
As has been the case with the last three squad announcements, Ben Stokes appears with a caveat next to his name, as the all-rounder waits to find out if he will be charged by the Crown Prosecution Service following an incident outside an English nightclub on September 25.
It marked England's first victory since they accounted for a CA XI two months earlier in an Adelaide tour match before the first Ashes Test.
In his first top-flight senior game, the 17-year-old lifted his fourth ball over third man for six off Wood and struck three more maximums before Rashid had him stumped for 59.
He said: "It's something I haven't coped well with in the past when I've not been quite 100 per cent". "We will miss him but we know he is not going to be part of this series so we can address the balance of this side".
"We got a huge amount of confidence from the selectors and Andrew Strauss, our director of cricket, gave absolute clarity in what we wanted. It creates a lot more calm around the periphery".
The first ODI against England takes place on Sunday January 14 in Melbourne.