His uncle was the Boston painter Winckworth Allan Gay, who introduced the young man to the art community.

[1] Walter Gay received an honorable mention in the Paris Salon of 1885; a gold medal in 1888, and similar awards at Vienna (1894), Antwerp (1895), Berlin (1896) and Munich (1897).

[3] During his lifetime, his work was exhibited in every major European city: Antwerp, Berlin, Budapest, Vienna and Paris.

[5] However, beginning around 1895, he abandoned such simple peasant scenes, virtually creating a new genre with his depictions of luxurious interiors.

These painterly works display the luxurious detail of domestic interiors which included fine porcelain, furnishings, gilt mirrors, paintings and focused on the "spirit of an empty room" by avoiding the inclusion of figures.

Following his death in 1937, his widow donated some 200 works of Dutch, Italian, English and French paintings, drawings and illustrations to the Louvre, indicating something of the collection's importance.

In Paris, Gay and his wife lived in an apartment on the Left Bank and, in 1907, purchased Chateau Le Bréau on a 300-acre (1.2 km2) walled park near the Forest of Fontainebleau.