Gay won an AFL Women's premiership with Melbourne in season 7, and was named in the 2024 AFL Women's All-Australian team and won the Essendon best and fairest award in 2024.

Gay grew up supporting the Essendon Football Club.

[1] In May 2017, Gay was recruited by Carlton as a rookie signing after previously playing netball.

[2][3] She made her debut in the eight point win against Collingwood at Ikon Park in the opening round of the 2018 season.

[4] Ahead of the 2019 season, Gay was traded to Melbourne as part of a three-club deal also involving Collingwood.