[citation needed] Hay's success in the major junior ranks caught the attention of the NHL, and after spending a year as an assistant coach with the Calgary Flames, Hay was named the head coach of the Phoenix Coyotes for the 1996–97 NHL season, their first year in Phoenix.

He was nominated once more for the Dunc McCallum Memorial Trophy in 2006,[2] but lost to Willie Desjardins of the Medicine Hat Tigers.

[citation needed] On July 25, 2008, Hay was inducted into the BC Hockey Hall of Fame, along with former NHLers Steve Yzerman and Cliff Ronning.

On April 28, 2013, he coached Canada's U-18 men's team to a Gold Medal against the United States, in Sochi, Russia.

[citation needed] At the start of the 2006–07 season, his second with the Giants, Hay became the fourteenth head coach in WHL history to win 300 games.