During his senior year, Gay averaged 21.2 points, 9.2 rebounds and 3.7 blocks per game. He played basketball for Spalding for two years, earning first team All-Baltimore Catholic League honors as a junior and senior. Gay attended Eastern Technical High School in Essex, Maryland, for two years before transferring to Archbishop Spalding High School in Severn, Maryland, during his junior year. He began playing competitive recreational basketball in his hometown of Baltimore when he was 12 years old. was born in Brooklyn, New York, to Rae and Rudy Sr.
