She is the daughter of Robert Nay, who competed at the 1972 Olympic Games in Munich. However, her father did not live to see her swim, having been killed in a car accident in 1992. Her brother, Amos Nay, was killed in July 2009, also in a car accident. Nay was due to swim the 200m backstroke and 200m freestyle at the 2009 World Championships, but returned home to grieve her brother's death after swimming in the preliminaries of the 4×100m freestyle relay, which earned a bronze medal in the final.
At the 2010 Commonwealth Games in New Delhi Nay won the 200m backstroke in a Games record of 2.07.56.