After she attended primary and secondary schools in Périgueux, Nay started studying law but dropped in license year to become a journalist.

In 2008–9, she appeared several times in Le Grand Journal (Canal+) as a political commentator along with Alain Duhamel, Philippe Val and Jean-Michel Aphatie [fr].

Since 2011, she has been a cast member of Il n'y en a pas deux comme Elle hosted by Marion Ruggieri [fr] on Europe 1.

[4] Upon the commemoration of the May 1958 and May 1968 events, Nay's first documentary film was broadcast by France 3 in prime time at the end of May 2018.

For a long time Nay lived with politician and Elf Aquitaine's former leader Albin Chalandon,[5] whom she had met at the political convention of the UNR party.