Zephyr Bay was bred by Lionel Israel at his Segenhoe Stud near Scone in New South Wales.

He was born in 1970 from the first crop of the Star Kingdom stallion Biscay, out of the Pan II mare Heavenly Wind.

[2] Zephyr Bay was purchased by horse trainer Bert Lyell on behalf of Bob Miller at the Inglis Easter Yearling Sale in 1972 for $16,000.00.

[7] After spending almost 12 months spelling, Zephyr Bay came back into the care of trainer Cyril Kearns, Bert Lyell having died.

[8] The highlights of his three-year-old career were second placings in the STC George Ryder Stakes and the AJC Galaxy.