Born May 16, 1894 in Rockport, Illinois. He began his military career being commissioned a US Army Cavalry officer in 1917. In the 1930s, he transferred to the Quartermaster Corps, rising through the ranks to Colonel in 1941. During World War II, he served as Chief of Staff for the 1st Armored Corps in North Africa and was promoted Brigadier General Chief of Staff of the US 7th Army for the Sicily campaign in 1943. In 1944, he became Chief of Staff for the US 3rd Army under General George S. Patton, serving until the end of the war. After the war, when General Patton took command of US 15th Army, he was again Chief of Staff. On December 9, 1945, Patton and Gay were seated in the back seat of the staff car, en route to a hunting lodge when a traffic accident resulted in General Patton sustaining spinal injuries which later cost his life. General Gay was uninjured. After Patton's death, Gay assumed command of the US 1st Armored Division Europe serving until 1947. During the Korean War, he commanded the 1st Cavalry Division and was deputy commander of the US 4th Army. Returning to the United States, he commanded the US VI Corps in 1952 and the US 5th Army in 1954. He ended his Army career in 1955, as Lieutenant General in command of the Anti-aircraft and Guided Missile Center, Fort Bliss, Texas.