At the start of
World War I Hay was promoted to temporary
Brigadier General as commander of the 184th Infantry Brigade, a subordinate command of the
92nd Division, an organization of
African-American soldiers and white officers. He led the brigade during
combat in France, including combat in the
Saint-Dié-des-Vosges area and the
Meuse-Argonne Offensive. As was the case with the
93rd Division, the 92nd fought primarily in French sectors, since American and British senior commanders did not want these segregated units fighting in proximity to organizations composed of white soldiers. Despite his success at leading black troops in combat, Hay supposedly expressed a low opinion of African-American soldiers, and argued against allowing them to attend officer training or serve in leadership roles. In contrast,
Emmett Jay Scott wrote in 1919 of Hay's praise for African-American soldiers during a ceremony shortly before they returned to the United States: "I have been with colored troops for 25 years, and I have never seen better soldiers than the drafted men who composed this (92nd) division." On October 26, 1918, Hay was promoted to temporary
Major General and assigned to command of the
28th Division after
Charles H. Muir was elevated to command of
IV Corps. He continued to command the division until the end of the war in November, and remained in command until Muir again assumed command and the division returned to the United States in April, 1919. From April to June, 1919 Hay commanded the Intermediate Section of the Army's
Services of Supply, afterwards returning to the United States. For his services during the war Hay was awarded the
Army Distinguished Service Medal, the French
French Croix de Guerre,
Legion of Honor (Commander) and
Order of the Black Star (Commander), and the Belgian
Order of Leopold (Commander). The citation for his Army DSM reads: ==Post-World War I==