Bob Gay was born in Brussels in 1928. He studied Roman philology at University and piano and harmony at the Royal Music Conservatory in Brussels. Like his good friend Marcel Peeters, Bob Gay is also a musician from the entertainment or light music world. He has conducted several orchestras at the casinos in Ostende, Blankenberge and Touquet, and also toured with many bands. In Belgium he has taught piano and harmony at various music schools and also filled engagements as an entertainment pianist in hotels such as Grand Hotel, The Métropole, The Hilton and Holiday Inn.

He has also been a member of the SABAM since 1947, (arrangements from the public domain commission).

In addition to his compositions for wind band, (which are mostly re-orchestrated by his friend Marcel Peeters), he has also composed chamber music, instrumental music, and light music.