Gay played college football at the University of Utah and was selected by the Tampa Bay Buccaneers in the fifth round of the 2019 NFL draft.

[2] Prior to the 2017 season, Gay transferred to the Utah Utes football team as a walk-on, becoming the school's seventh consensus All-American.

[15] On November 17, 2020, Gay was signed off the Colts' practice squad by the Los Angeles Rams to replace injured kicker Kai Forbath.

[20] In the 2022 season, Gay was reportedly fined $5,000 due to his pants not covering his knees during a 31-10 opening game loss to the Buffalo Bills in which he made a 57-yard field goal to end the half.

[21] In week 14, Gay made the game-winning extra point to seal Baker Mayfield's comeback over the Las Vegas Raiders.

[25][26] Gay is a member of The Church of Jesus Christ of Latter-day Saints, and served a mission in Houston, although it was cut short due to depression.