Sir James Shaw Hay KCMG (25 October 1839 – 20 June 1924) was a British colonial governor.
He was the second son of Lieutenant-Colonel Thomas Pasley Hay (1 May 1801 - 28 June 1858) and wife (married 24 February 1824) Georgette Heine Arnaud (c. 1808 - 10 December 1874).
[1] He married firstly Jane Morin, daughter of John Morin of Allanton, Dumfriesshire, and had one daughter: He married secondly Frances Marie Polatza (?
- 17 June 1893), daughter of Jacques Polatza, from Brussels, without issue.
He married thirdly on 31 January 1894 Isabella Graham Cockburn (c. 1848 - Kensington, London, 5 January 1926), daughter of George Ferguson Cockburn and Sarah Charlotte Bishop, without issue.