Early in life, she was interested in the
temperance movement, and became actively identified with the work of the Church Army shortly after its foundation in
Westminster in 1882. In 1896, she was chosen honorary secretary of the Temperance Department of the organization, in which capacity she served until 1915. By 1925, she was a member of the Church Army's executive board, and also served on various committees. Gay was an honorary secretary of the Church Army's Women's Preventive Homes Department. During her years of official service with the Church Army, she founded three homes for inebriate women in England, which institutions she personally superintended, until they were rendered unnecessary, owing to the increase in the number of restrictions on the sale of intoxicating liquors imposed by the British Government. She maintained her business headquarters at 55 Bryanston street,
Marble Arch, London, W. I. ==Personal life==