A hay bale transport device facilitates loading and securement of hay bales for transport. The device includes a trailer configured for being coupled to and moved by a vehicle. The trailer has a front end, a back end, and a pair of lateral sides extending between the front end and the back end. Each of a pair of side harnesses extends along an associated one of the lateral sides of the trailer. Each of the side harnesses includes a pair of end bars and a plurality of wires coupled to and extending between the end bars wherein the side harnesses are configured to secure hay bales on the trailer.