From 1845 to 1862, he served in the Bengal Civil Service, including some years as Deputy Commissioner of Simla and then as Superintendent of the Hill States of Northern India, during which time he leased The Retreat in Mashobra.

[3][4] Following his permanent return from India Hay was Liberal Member of Parliament for Taunton from 1865 to 1868, and was elected again for Haddington Burghs in 1878.

[3] After succeeding his brother Arthur as Marquess of Tweeddale on 29 December 1878, he became the owner of estates totalling some 40,000 acres in Scotland.

[3] In 1881 he was created Baron Tweeddale of Yester in the peerage of the United Kingdom, giving him a seat in the House of Lords.

[5] He was also a Deputy Lieutenant for the counties of Haddingtonshire (now called East Lothian and Berwickshire) and a Brigadier-General of the Royal Company of Archers, a ceremonial unit that serves as the Sovereign's Bodyguard in Scotland.