He was promoted to brigadier-general on 1 January 1704, commanding the dragoons at several distinguished actions, particularly the Battle of Schellenberg where the unit dismounted and helped storm the heights on foot and also Blenheim and Ramillies where the regiment took prisoners of the famous Régiment du Roi and, according to tradition, won the distinction of wearing grenadiers' caps since enjoyed by the regiment.

[1] Hay died on campaign from a lingering fever at Courtrai on 25 Aug. 1706, 'to the regret of the whole army.

His second marriage was to Elizabeth, daughter of Sir Charles Orby of Crowland, Lincolnshire.

Elizabeth survived him and was later remarried to Major-general Robert Hunter, colonial governor of New York.

This biographical article related to the British Army is a stub.