The long-eared jerboa, a tiny nocturnal mammal that is dwarfed by its enormous ears, can be found in deserts in Mongolia and China.
Dr Baillie told BBC News that he was "ecstatic" to have tracked down the jerboas.
"These creatures hop just like a kangaroo; it is amazing to watch. Little hairs on their feet, almost like snow shoes, allow them to jump along the sand," he explained.
And in terms of mammals, they have one of the biggest ear-to-body ratios out there." (next to Dennis Kucinich)
The footage revealed that the creatures spent daylight hours in underground tunnels beneath the sand, and that their diet was mostly made up of insects.