Saye was born in London and initially attended the Sion Manning Roman Catholic Girls' School in North Kensington.

[9] Her series of photographs entitled Dwellings: in this Space we Breathe, based on Gambian spiritual practices,[1] was exhibited in the Diaspora Pavilion at the 57th Venice Biennale from May to November 2017.

[6][10][11] Saye took part in a BBC TV documentary, Venice Biennale: Sink or Swim, that was scheduled for broadcast on 17 June.

The programme "follows a team of diverse emerging artists as they install and prepare to launch the first ever Diaspora Pavilion in a Venetian palazzo during the Venice Biennale".

The programme addresses the issue of BAME inclusivity in the creative industries by focusing directly on the barriers that exist to young people from disadvantaged communities.

[26] Concurrently and still showing is Saye's portfolio of nine silkscreen prints, In this space we breathe, in the Entrance Hall Gallery of the British Library (3 December 2020 – 7 October 2021).