The NCAA adopted a new scheduling rule after UConn paid $25,000 to schedule a game against the Beltway Ballers, an ad hoc AAU team that consisted of Gay's former teammates. Because of the heavy involvement of an AAU coach and a high school coach, there was the appearance of impropriety, although no NCAA recruiting violations were discovered. Gay had expressed a desire to attend Maryland and said that he grew up rooting for the team, but he ultimately chose UConn. Gay's college recruitment and decision to attend the University of Connecticut over the University of Maryland were controversial. Considered a five-star recruit by, Gay was listed as the No. He was the Washington Post All-Met Basketball Player of the Year, a McDonald's All-American, and a Parade first-team All-American in his senior year after averaging 21.2 points, 9.2 rebounds and 3.7 blocks per game. He began playing basketball for Spalding as a junior in 2002–03, earning first-team All- Baltimore Catholic League honors as a junior and senior, and was also honored as the Baltimore Sun's co-player of the year as a senior. This prompted the Maryland Interscholastic Athletic Association to review its transfer rules. 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. Born in Brooklyn, New York, to Rae Gay and Rudy Gay Sr., former lead singer of the R&B group Ace Spectrum and band director for The Stylistics, Gay began playing competitive recreational basketball at the age of 12 in his hometown of Baltimore, Maryland.