Gay was born on the 25 April 1962 at Swalala, a village outside White River. He grew up at Chweni and Gutshwa villages. Both villages are also outside White River. He matriculated at Khumbula High School in 1980.
Gay started playing soccer at a very young age. His career started blossoming in the late seventies when he captained United Criminals FC. He played for the first teams of his high school (Khumbula) and his University (Zululand). After University, he joined Eastern Rangers FC from White River, the national champions of the inaugural Smirnoff League in 1986. Rangers and Georgetown Pirates of Pietermaritzburg were the first amateur teams to be screened live on SABC TV in South Africa. He was an excellent midfielder. Today he still plays football now and then for his master’s team, Man to Man FC.
His leadership role in football started when he guided FC Sporting, a team he started with friends in 2000. He guided this team from amateur level to the first division within a period of 3 years. FC Sporting was unfortunately relegated when the PSL restructured the First Division League. He then decided to leave football at club level but to promote football through raising sponsorships and administrative support. He was elected to the SAFA Ehlanzeni executive in 2007 to facilitate linkages with business.
On the 19 September 2009, Gay was unanimously elected to be the Regional President of SAFA Ehlanzeni to fill in the vacant position of the late Rueben Mahlalela. He was re-elected in 2011 and recently in February 2018.
In September 2013, Gay was elected into the SAFA National Executive Committee (NEC). The NEC appointed Gay to be the chairman of Finance and Procurement Committee, the SAFA Pension Fund and the Remuneration Committee. He has also headed the Ad Hoc Committee on Schools Sports and he was recently appointed to head the Ad Hoc Committee on Academies.
Gay also serves on the COSAFA Finance Committee. He has also been appointed CAF Match Commissioner since January 2018.
Gay is a businessman based in Mbombela in Mpumalanga. He is the executive chairman of the Silulu Group of Companies. He has also served in a number of companies as a non-executive director. These include, among others, Ntsika Enterprise Promotion Agency (currently known as SEDA), the Greater Nelspruit Utility Company (currently known as Silulumanzi) and the Mpumalanga Housing Finance Company (now known as MEGA). He currently serves on the boards of the Safe Hub Trust, the Nafcoc Mpumalanga Investment Trust and the University of Mpumalanga. He is a Development Economist and he holds a B. Admin (Hons) and a Master of Business Leadership (MBL) degrees from Unisa.