Born of Chinese parents and raised in Singapore, Chay is a gay man. He grew up with American pop culture, and decided at age 16 to attend Pepperdine University after his father suggested him to study abroad.
He is just beginning to be noticed in the United States. His 1993 play Porcelain (about an interracial gay relationship) won the London version of an Obie for best play.
Chay's play A Language of Their Own has four gay characters, three of whom are Asian-American; it opened in New York in 1995, starring the gay Asian-American actor B.D. Wong (of M. Butterfly fame).
The censorship board in his native land, Singapore, in 1989 banned his first play As If He Hears (ommissioned by Theatre Works in Singapore) because the gay character acted realistically "too sympathetic and too straight-looking".
Chay has assumed Artistic Directorship at the Northwest Asian American Theatre while maintaining his directorship at the Mark Taper Forum's Asian Theatre Workshop in Los Angeles.