He has been to two Pan Pacific Championships (1999, 2002), winning 3 bronze medals, all in relays and placing a career high 4th for the 200-metre freestyle.

At the 2004 Olympics, Say created a minor controversy after the 4×200-metre freestyle relay immediately in the post-race interview which was aired live on national television, when he said that he was "pissed off at not being able to make up for my teammates' mistakes".

The other three team members - Brent Hayden, Brian Johns, and Andrew Hurd - expressed disappointment not in the effort, which broke the Canadian record by over 3.5 seconds, but only in the 5th-place finish which was out of the medals.

Since 2004, Say has been less successful, losing his national 200-metre freestyle title to Brent Hayden, from Vancouver, British Columbia.

At the 2006 Commonwealth Games in Melbourne, Australia, Say swam a world-class time of 1:48, but finished out of the medals in fourth place.