Born in Wenzhou, China, Lay moved to Melbourne in the early 1990s and eventually became a three-time Victorian champion as well as winning several titles in other Victorian tournaments. She was selected in the Australian national team in 1994 and participated in the Sydney, Athens, Beijing, London, Rio de Janeiro and Tokyo Olympic Games. Lay also competed at the 2002, 2006 and 2014 Commonwealth Games, where she took home a total of four silver and three bronze medals.