Gay's career began with Independiente.[2][3] He didn't appear in the Primera División, though was an unused substitute on four occasions.[2] He made a sole appearance for them in the Copa Argentina on 12 June 2013, coming off the bench at the interval of a 1–0 defeat; though his bow lasted just thirty-four minutes after he received a red card on eighty minutes.[2][4] Across the following eighteen months, Gay made loan moves to Aldosivi and Chacarita Juniors, where he won promotion.[2][5] A total of fourteen matches came in Primera B Nacional and Primera B Metropolitana.[2] A third loan was sealed in 2015 to Sportivo Italiano.[2]
January 2016 saw Gay join Fénix.[6][7][8] However, like with Sportivo Italiano, the defender didn't feature in Primera B Metropolitana.[2][3]Comunicaciones signed Gay on 21 August 2016.[2][9] He participated twenty-one times in two seasons with the club, including for his debut on 5 November 2016 in a goalless draw away to Almirante Brown.[2]