An Irish citizen by birth, he has objected to previously not being deemed automatically eligible for British nationality.

Hay was elected to Londonderry City Council in Northern Ireland in 1981 for the Democratic Unionist Party.

On 6 October 2014, Hay announced his retirement from the Northern Ireland Assembly as both MLA and Speaker.

The role of the Speaker had been taken on by Mitchel McLaughlin in a temporary capacity in September 2014 because of Hay's ill health.

I am being discriminated against because I can't get my British passport," he told the Northern Ireland Affairs Committee at Westminster in April 2021.