Gay is an unincorporated community in Choctaw County, Oklahoma, United States.

[1] A post office was established at Lenton, Indian Territory on October 22, 1901.

Its name changed to Gay, Oklahoma on April 28, 1908.

[2] The community is said to have been named after the town of Gay, Georgia.

[3] At the time it was founded, Lenton, later Gay, was located in Kiamitia County, a part of the Apukshunnubbee District of the Choctaw Nation.