Kay started his career at Arsenal as an apprentice, joining in April 1980 and turning professional in July 1981.
He made his League debut against West Bromwich Albion on 26 February 1983 and went on to make a further seven appearances that season.
In 1987, he joined Sunderland, and made over 200 appearances in eight years with the club (as well as a loan spell at Shrewsbury Town) before finishing his career with Preston North End, Scarborough and Workington.
He helped Sunderland reach the 1992 FA Cup Final but missed the game through injury.
[citation needed] During his final game for Sunderland, against Birmingham City in 1993, Kay broke his leg and instead of writhing in pain, he sat up on the stretcher and pretended to row it off the pitch.