Mays was raised in Clinton, Connecticut, with his parents, a naval intelligence officer and a children's librarian, and his siblings.

[7] Mays appeared on Broadway in I Am My Own Wife, a Pulitzer Prize-winning play by Doug Wright, from November 2003 (previews) to October 31, 2004.

[21] Mays also narrates audiobooks, including The Expanse series,[22][23][24] The Invention of Sound by Chuck Palahniuk[25][26] and Flow My Tears, the Policeman Said.

[28][29] Mays has appeared in several television programs as well; he notably appeared in several episodes of Law & Order: Special Victims Unit as cross-dressing murderer Carl Rudnick, and as Black Dahlia suspect George Hodel in the Turner Network Television miniseries I Am the Night.

His television credits include Unbreakable Kimmy Schmidt, The Good Wife, Nurse Jackie and The Americans.