In his final active-duty assignment, Captain Gay was director of strike warfare in the office of the chief of naval operations and was the office's representative to a surface-to-air missile study group that initiated the development of the Aegis missile system.
 
From 1965 to 1977, he was a management engineer at Vitro Laboratories in Silver Spring.

The son of a Navy officer, Captain Gay was a native of Hackensack, New Jersey, and a 1935 graduate of the U.S. Naval Academy in Annapolis, where he was on the tennis and wrestling teams.

During World War II, he served in Europe escorting troops across the English Channel and bombarding the French coast during the D-Day invasion.

Toward the war's end, he was third in seniority on the heavy cruiser Augusta as it carried Truman to the 1945 Potsdam Conference to meet with Soviet leader Joseph Stalin and British Prime Minister Winston Churchill.

Captain Gay also was a White House aide to Truman, officer-in-charge of Shangri-La (now Camp David) and executive officer of the presidential yacht Williamsburg.

"When the president went swimming off the Williamsburg, I was his unofficial lifeguard," he told the Washington Times in 1995. "He always made out well, except one time someone gave him inflatable swimming trunks, which he tried out by jumping into the water. His rear end went up and his head went down. I had to help get him out."

Captain Gay was commanding officer of the destroyer Stickell during the Korean War and in the late 1950s held division commands. His decorations included the Legion of Merit and the Bronze Star.

He was a member of Army Navy Country Club in Arlington, where he ran tennis tournaments, and he raised funds for Capital Hospice in Arlington. Until recent months, he lived in the Westmoreland Square neighborhood in Falls Church, where a park was named in his honor.

His marriage to Barbara Slingluff Gay ended in divorce.

Survivors include his wife of 31 years, Gwendolen Mouser Gay of Arlington; four children from the first marriage, Miriam Crawford and Kaethe Gay, both of Acworth, Georgia, Jesse B. Gay III of Playa Tamarindo, Costa Rica, and Tom Slingluff of Concord, North Carolina; five stepchildren, Dr. Sands K. Irani of Bethesda, Geoffrey Irani of Columbia, Terry Irani of Rockville, Wendy Underwood of Princess Anne, Md., and Grant Irani of Phoenix, Maryland; 13 grandchildren; and four great-grandchildren.