Born into the nobility, the younger son of a marquess, Hay entered the army and rose through the ranks, seeing action in some of the European campaigns of the Anglo-Spanish War and the War of the Polish Succession. He won particular renown during the War of the Austrian Succession, when he commanded some of the regiments involved in the fighting. He saw action at the Battles of Dettingen and Fontenoy, distinguishing himself in the latter with an encounter with a French regiment, that was later remarked upon by Voltaire. His political career was also turbulent, at times spent in opposition to the Administration. It ended after a period of apparent mental instability, and he did not seek re-election. Further military promotions nevertheless followed.