Kay has co-written two books with ABC News correspondent Claire Shipman: Womenomics (2009) and The Confidence Code: The Science and Art of Self-Assurance—What Women Should Know (2014).

[1] She resigned from Ozy Media in September 2021 after a New York Times report raised questions about its business practices.

[10] She studied modern languages at St Hilda's College, Oxford and speaks fluent French and Italian.

Soon afterwards, she joined The Times news bureau, but returned to the BBC as a freelance journalist in 2002, based in the United States.

Kay also makes frequent appearances as a guest panelist on Morning Joe and Meet the Press on NBC, Real Time with Bill Maher on HBO, and in the past also appeared on The Chris Matthews Show, and Larry King Live on CNN.

[17] Kay anchored coverage of US Presidential Election nights across all BBC platforms in 2016 and 2020, on both occasions presenting with Andrew Neil.

[19] In April 2024, it was announced that Kay would host The Rest is Politics: US Edition alongside Anthony Scaramucci (former White House Director of Communications for Donald Trump).

[23][better source needed] In 1989 Kay married Tom Carver, an ex-BBC reporter and head of global communications at the Carnegie Endowment for International Peace.