He began his junior year with Eastern Tech, but in September 2002, he transferred to Archbishop Spalding in Severn. Although Eastern Tech was a Blue Ribbon academic institution, Gay's parents were concerned about his college preparation. In his sophomore season at Eastern Tech, the Mavericks earned their first and only trip to College Park for the state semi-finals.

Gay played his first two years of high school basketball at Baltimore County's Eastern Technical High School, a magnet school in Essex. At the age of 14, Gay began playing for the nationally known Cecil-Kirk AAU program under coach Anthony Lewis. Gay began playing competitive recreational basketball at the age of 12 in his hometown of Baltimore, Maryland. Rudy Gay was born on August, 8, 1986, in Brooklyn, New York.