Gay was a member of the Super Bowl XLIII-winning team the following season and played for the Arizona Cardinals and New York Giants before becoming a coach in 2019.

[1] attended James S. Rickards High School in Tallahassee, Florida, where he played quarterback, wide receiver and safety for the Raiders.

Gay is also somewhat notable for being offside as a defender on a field goal kick attempt in the final minute of Louisville's game against Rutgers in 2006.

As a result, Louisville experienced their only loss of the season, effectively ending their bid for a National Championship game berth.

In his first preseason game he intercepted a Tyler Palko pass and tackled Saints first round draft pick Robert Meachem.

He began his rookie season as the fifth cornerback behind Ike Taylor, Deshea Townsend, Bryant McFadden, and Ricardo Colclough.

[8] In Gay's second year, he saw more significant playing time after injuries to cornerbacks Bryant McFadden and Deshea Townsend.

[8] After Bryant McFadden left via free agency for the Arizona Cardinals during the 2009 off-season, Gay assumed the starting duties at cornerback for the season opposite Ike Taylor.

On January 23, 2011, he started his first career playoff game and recorded two tackles and a 19-yard fumble return for a touchdown in a 24-19 AFC Championship win over the New York Jets.

The Steelers went on to lose Super Bowl XLV to the Green Bay Packers with Gay finishing the game with two tackles and a pass deflection.

[11] On September 9, 2012, Gay made his regular season debut for the Cardinals and accumulated 7 tackles, a pass deflection, and a forced fumble in a win over the Seattle Seahawks.

On September 28, 2014, he received his first start of the season against the Tampa Bay Buccaneers after Taylor broke his forearm the previous game.

[8] While playing at Atlanta on December 14, 2014, Gay had a season-high 8 solo tackles and returned his third interception of the season for a career-high 52-yard touchdown against the Falcons.

This tied him with Pro Football Hall of Famer Rod Woodson for most career interceptions returned for touchdowns for the Pittsburgh Steelers.

On November 6, 2016, Gay was supplanted as the starter and delegated to the nickel corner with the emergence of Ross Cockrell and rookie Artie Burns.

[16] Gay entered training camp competing with Cockrell, Mike Hilton, and Cameron Sutton for a backup cornerback position.

He began the regular season as the fourth cornerback on the depth chart, behind Joe Haden, Burns, and nickel corner Hilton, and was used in primarily dime packages throughout the first five games.

In Week 2, against the Minnesota Vikings, Gay forced a fumble by wide receiver Adam Thielen which was recovered by the Steelers in the fourth quarter of their 26–9 victory.

He shared his story in a video for the Women's Center and Shelter of Greater Pittsburgh in an attempt to spread the word on domestic violence.