The non-canon book Star Charts
lists Bajor at around 50 ly from Earth and just outside the area considered to be Federation space.
In the show we had no idea what the closest Federation planet was to DS9. We know that it took the Defiant
4 days to get to Earth, 2-3 days from Ajilion Prime and maybe 2-3 days from Starbase 375 (if the fleet left pretty much straight away and travelled in the most direct route).