Stephen John Hay (October 5, 1864 – February 29, 1916) was the first mayor of Dallas, Texas under the commission form of government.

Born in Griffin, Georgia, Hay left for Atlanta as a young man to work in a department store and take business classes at night.

At the age of 23 he moved to Dallas and was elected to his first public office in 1899 as a member of the school board.

His largest accomplishments were demonstrating that a commission form of city government could work well and launching the White Rock Reservoir plan.

After leaving office he served as president of the Dallas Trust and Savings Bank, director of The Texas Paper Company, and on the City Health Board.