An introduction to John Seaton, a Jesuit missionary at Edinburgh, was followed by a prolonged course of instruction, and Hay was received into the Catholic Church, making his First Communion on 21 December 1749,[6] at the age of 20.

He joined the Royal Medical Society and spent some time running an apothecary's shop in Edinburgh,[7] before accepting an appointment as surgeon on a trading vessel bound for the Mediterranean.

[4][5] On 2 April 1758, Hay was ordained a priest by Cardinal Giuseppe Spinelli, and on his return to Scotland was appointed to assist Bishop James Grant in the district of the Enzie, in Banffshire.

In February 1779, the chapel and house Hay had recently built in Edinburgh were burned in retaliation for his political activism intended towards achieving Catholic Emancipation and for the Papists Act 1778.

[4][5] Since about 1770, Hay had been distancing himself from his youthful Jacobite allegiances, and in the annual clergy meeting of 1779 he proposed and passed a bill recognizing the sovereignty of George III.

Hay's last public work was the foundation of a new seminary at Aquhorthies College, in Aberdeenshire, and here, after transferring, with the sanction of Pius VII, the government of the Lowland District to his coadjutor, Bishop Cameron, he died at the age of eighty-two.