[6] Always a Yankee fan, Kay wore number 1 in Little League for his favorite player, Bobby Murcer.

Kay left the Daily News to host a sports talk show on WABC in 1992, briefly returning to write "Kay's Korner" for the Daily News in 1993, before taking a job doing radio broadcasts of New York Yankees games with John Sterling.

Most have been former professional players, including Ken Singleton, David Cone, Al Leiter, Paul O'Neill, Jim Kaat, John Flaherty, Joe Girardi, Lou Piniella, and Bobby Murcer.

[10] In 2008, Major League Baseball invited Kay to call the Home Run Derby at Yankee Stadium during that year's All Star festivities.

On September 21, 2008, he joined Jon Miller and Joe Morgan to call the seventh inning of ESPN's broadcast of the final home game at Yankee Stadium against the Baltimore Orioles.

[11] Since the late 1990s, Kay and Sterling have co-emceed such events as the Yankees' annual Old-Timers' Day ceremony[12] as well as players' number retirements,[13] anniversary celebrations for the team's World Series victories,[14] and the City Hall celebrations after Yankees' World Series victories.

[17][18] In addition to his Yankees work, Kay has called play-by-play of several postseason games on ESPN Radio, including the 2008 NLDS between the Philadelphia Phillies and Milwaukee Brewers,[19] the 2013 ALDS between the Detroit Tigers and Oakland Athletics,[20] and Game 3 of the 2016 ALDS between the Texas Rangers and Toronto Blue Jays.

[21] That same year, Kay also called the 2022 National League Wild Card Series on ESPN alongside Rodriguez.

Kay opened his first-ever simulcast on the YES Network on February 3, 2014, by dumping a bottle of Diet Coke into the garbage, a move meant to poke fun of the channel's former occupant Mike Francesa.

In 2007, Kay was nominated for a number of New York Emmy Awards for his work with the YES Network, both for Yankees broadcasts and for his highly rated interview program Centerstage.

[26] Kay married television journalist Jodi Applegate on February 12, 2011, with former New York mayor Rudy Giuliani officiating.

Guests included former Yankees such as Al Leiter, Tino Martinez, and Paul O'Neill, actors Robert De Niro, Bobby Cannavale, and Billy Crystal, and actor/uncle Danny Aiello.