[2] Gay earned Associate of Science degrees in general studies and in law enforcement from Manchester Community College.

After three years of active duty, he transferred to the USMC Reserve, before enlisting in the Connecticut National Guard in the Nike Missile Program.

He was discharged from the enlisted ranks on November 17, 1962, to accept a commission as a second lieutenant after graduating from the United States Army Field Artillery School, Ft. Sill, OK.[3] He spent the early part of his career in the 1st Missile Battalion, becoming a battery commander.

He continued to rise through the ranks and served a two-year active duty tour as the United States Property & Fiscal Officer (USPFO) from 1989 to 1992.

Under his command, the Connecticut National Guard was active in community service programs orientated towards children.