Born in Devon, studied at Willesden School of Art. Primarily an art teacher and lecturer, he exhibited widely during the 1950s, at venues such as Leicester Galleries, Piccadilly Gallery, Roland Browse and Delbanco, Redfern Gallery, Wildenstein's and Gimpel Fils. He was one of the artists featured in Jack Beddington's Young Artists of Promise, Studio Publications, 1957. In the 1960s, he exhibited abstract paintings, and began making collages and carved reliefs. Later in his career, Gay became an inspector of schools and an arts administrator. He was also a co-founder of the Camden Arts Centre.