Mailly is a picturesque commune in the Saône-et-Loire department in the region of Bourgogne-Franche-Comté in eastern France. Mailly is loca…Mailly is a picturesque commune in the Saône-et-Loire department in the region of Bourgogne-Franche-Comté in eastern France. Mailly is located in the Brionnais's south.