Returning to the U. S. after studies Mr. Gay entered the New Haven office of Sidney Stone, well known church architect, for a period of practical training, later moved to Chicago. In 1867, after working for a time with W. W. Boyington, he established his own office in the city, and among other works designed the First Congregational Church, destroyed in the fire of 1871.
Shortly after the turn of the century Mr. Gay settled in San Diego, and for nearly two decades maintained an office in the McNeece Building. He will be remembered as architect of the La Jolla Hotel, one of his best known buildings
Elected to the A. I. A. in 1874, and raised to Institute Fellowship in 1887, Mr. Gay continued that affiliation the rest of his life.