Gay began writing essays as a teenager, with much of her early work being influenced by her experience with childhood sexual violence. She attended high school at Phillips Exeter Academy in New Hampshire.
Gay was raised Roman Catholic and spent her summers visiting family in Haiti. Her mother was a homemaker and her father is owner of GDG Béton et Construction, a Haitian concrete company. Gay was born in Omaha, Nebraska, to Michael and Nicole Gay, both of Haitian descent. Gay is a contributing opinion writer at The New York Times, founder of Tiny Hardcore Press, essays editor for The Rumpus, co-editor of PANK, a nonprofit literary arts collective, and the editor for Gay Mag, which was founded in partnership with Medium. In 2018, she left Purdue to become a visiting professor at Yale University.
Gay was an assistant professor at Eastern Illinois University for four years before joining Purdue University as an associate professor of English. Gay is the author of The New York Times best-selling essay collection Bad Feminist (2014), as well as the short story collection Ayiti (2011), the novel An Untamed State (2014), the short story collection Difficult Women (2017), and the memoir Hunger (2017). Roxane Gay (born October 15, 1974) is an American writer, professor, editor, and social commentator.