In this work we propose a Bayesian version of the Nagaoka-Hayashi bound when estimating a parametric family of quantum states. This lower bound is a generalization of a recently proposed bound for point estimation to Bayesian estimation. We then show that the proposed lower bound can be efficiently computed as a semidefinite programming problem. As a lower bound, we also derive a Bayesian version of the Holevo-type bound from the Bayesian Nagaoka-Hayashi bound. Lastly, we prove that the new lower bound is tighter than the Bayesian quantum logarithmic derivative bounds.