 Born in Brooklyn, New York, to Rae Gay and Rudy Gaye Sr., former lead singer of the R&B group Ace Spectrum and band director for The Stylistics , Gay began playing competitive recreational basketball at the age of 12 in his hometown of Baltimore, Maryland.At the age of 14, Gay began playing for the nationally known Cecil-Kirk AAU program under coach Anthony Lewis.Gay played his first two years of high school basketball at Baltimore County's Eastern Technical High School, a magnet school in Essex.