Born in Lawrence, Massachusetts, United States, Lemay was ordained for the Society of Mary on August 15, 1933.
On June 14, 1960, Lemay was appointed vicar apostolic of the Vicariate Apostolic of Northern Solomon Islands, Papua New Guinea, and titular bishop of Agbia.
He was ordained bishop on September 21, 1960.
On November 15, 1966, Lemay was appointed first bishop of the Roman Catholic Diocese of Bougainville.
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