Gay and his wife, Martha Freary, moved to Mt. Vernon, New York. The couple had a son, Duncan–also an artist–and a daughter, Ingovar.[1]
Gay was a member of the New York Artists Fund Society, National Academy of Design, and the Lotos Club. He exhibited in museums and galleries throughout America and he painted murals for public libraries in Mt. Vernon, New York and Bronxville, New York.[1]