On 12th of February 2011, Kay got married to Jodi Applegate. Jodi Applegate is also a broadcast journalist from United States and she is known for being the anchor at MSNBC and NBC News. As a loving spouse they have already welcomed two children together. Besides this married life he is not involved in any kind of extra affairs.
After completing his high school graduation from Bronx High School of Science, Kay joined Fordham University and he also earned his Bachelor of Arts in communications some years later. He then began his career as a general assignment writer from 1982 at New York Post. At the end of 1980s, he joined Daily News. That year, he also began working as a reporter at Madison Square Garden Network. His net worth is said to be around $3 million dollars.