[4][5] Gay was born in Wilmington, Delaware and grew up in Kennett Square, Pennsylvania, graduating from Unionville High School in 2004.

Since 2014, she worked in private practice, specializing in business litigation in Delaware's courts, while also providing pro bono legal services for children in foster care.

She served on the Delaware Public Integrity Commission, was president of the Junior League of Wilmington, and co-founded the Spur Impact Association, which promotes civic engagement among young professionals.

She defeated Republican incumbent Catherine Cloutier to become the first Democrat to represent the 5th district in over four decades.

[4] Gay lives in the Heatherbrooke neighborhood of Wilmington, New Castle County with her husband Olin and their two daughters.