Guay suffered an injury two weeks before the 2006 Winter Olympics, and withdrew from the downhill but finished in fourth place in the super-G, missing the podium by a tenth of a second.

Guay's performance in alpine skiing over the 2007 season was enough to place him in third position in the final world cup standings.

His victory at Val Gardena in December was his fourth and the twentieth World Cup podium of his career,[9] tying him with Steve Podborski as Canada's all-time leader.

"[1] An injury though threatened his ability to perform at his peak after suffering a slight meniscus tear earlier in January.

[14] Guay was unable to participate in the alpine skiing events at the 2018 Winter Olympics in Pyeongchang because of a back injury.

[2] Hours before Guay was supposed to compete at Lake Louise in November 2018, he decided to retire from the sport after his teammate Manuel Osborne-Paradis suffered a violent crash.

He had already planned to retire after the end of the season but hastened his departure after hearing that Osborne-Paradis had needed an emergency airlift.